The momentum ambiguity and investor trading behavior

DOI10.1016/J.ECONLET.2024.111533MaRDI QIDQ6194463

Lunyi Wang, Sibo Zhao, Shiqi Yang

Publication date: 19 March 2024

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

ambiguityhedging demandnon-participationspeculative demand

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Maxmin expected utility with non-unique prior
• Two-Stage Lotteries without the Reduction Axiom
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach

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