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Asset pricing with unforeseen contingencies

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  • Kraus, Alan
  • Sagi, Jacob S.

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  • Kraus, Alan & Sagi, Jacob S., 2006. "Asset pricing with unforeseen contingencies," Journal of Financial Economics, Elsevier, vol. 82(2), pages 417-453, November.
    • Handle: RePEc:eee:jfinec:v:82:y:2006:i:2:p:417-453
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    Cited by:

    1. Madotto, Matteo & Severino, Federico, 2023. "Heterogeneous awareness in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 26-41.
    2. Scott Condie & Lars Stentoft & Marie-Louise Vierø, 2023. "Unawareness Premia," Economics Working Papers 2023-09, Department of Economics and Business Economics, Aarhus University.
    3. Schenone, Pablo, 2016. "Identifying subjective beliefs in subjective state space models," Games and Economic Behavior, Elsevier, vol. 95(C), pages 59-72.

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