Robust pricing under strategic trading
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DOI: 10.1016/j.jet.2021.105201
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More about this item
Keywords
Robust pricing; Strategic trading; Ambiguity; Underreaction to public information;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G00 - Financial Economics - - General - - - General
- G40 - Financial Economics - - Behavioral Finance - - - General
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