Jayant Vivek Ganguli
Personal Details
First Name: | Jayant |
Middle Name: | Vivek |
Last Name: | Ganguli |
Suffix: | |
RePEc Short-ID: | pga230 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2009 Department of Economics; Cornell University (from RePEc Genealogy) |
Affiliation
Economics Department
University of Essex
Colchester, United Kingdomhttps://www.essex.ac.uk/departments/economics
RePEc:edi:edessuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Illeditsch, PK & Ganguli, J & Condie, S, 2015.
"Information Inertia,"
Economics Discussion Papers
15615, University of Essex, Department of Economics.
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021. "Information Inertia," Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- Ganguli, J & Heifetz, A, 2012.
"Universal interactive preferences,"
Economics Discussion Papers
5629, University of Essex, Department of Economics.
- Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016. "Universal interactive preferences," Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
- Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers 1122, Society for Economic Dynamics.
- Jayant V Ganguli & Scott Condie, 2008.
"Ambiguity and rational expectations equilibria,"
2008 Meeting Papers
719, Society for Economic Dynamics.
- Scott Condie & Jayant V. Ganguli, 2011. "Ambiguity and Rational Expectations Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(3), pages 821-845.
Articles
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021.
"Information Inertia,"
Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
- Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016.
"Universal interactive preferences,"
Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
- Ganguli, J & Heifetz, A, 2012. "Universal interactive preferences," Economics Discussion Papers 5629, University of Essex, Department of Economics.
- Scott Condie & Jayant V. Ganguli, 2011.
"Ambiguity and Rational Expectations Equilibria,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(3), pages 821-845.
- Jayant V Ganguli & Scott Condie, 2008. "Ambiguity and rational expectations equilibria," 2008 Meeting Papers 719, Society for Economic Dynamics.
- Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
- Jayant Vivek Ganguli & Liyan Yang, 2009. "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 90-115, March.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Illeditsch, PK & Ganguli, J & Condie, S, 2015.
"Information Inertia,"
Economics Discussion Papers
15615, University of Essex, Department of Economics.
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021. "Information Inertia," Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
Cited by:
- Sujoy Mukerji & Han N. Ozsoylev & Jean‐Marc Tallon, 2023.
"Trading Ambiguity: A Tale Of Two Heterogeneities,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1127-1164, August.
- Sujoy Mukerji & Han N Ozsoylev & Jean‐marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-03962563, HAL.
- Sujoy Mukerji & Han N Ozsoylev & Jean-Marc Tallon, 2018. "Trading ambiguity: a tale of two heterogeneities," Working Papers halshs-01935319, HAL.
- Sujoy Mukerji & Han N Ozsoylev & Jean‐marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-03962563, HAL.
- Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022. "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, vol. 61(C).
- Meglena Jeleva & Jean-Marc Tallon, 2014.
"Ambiguïté, comportements et marchés financiers,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01109639, HAL.
- Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Post-Print halshs-01109639, HAL.
- Jeleva, Meglena & Tallon, Jean-Marc, 2016. "Ambiguïté, comportements et marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(1-2), pages 351-383, Mars-Juin.
- Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
- Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Documents de travail du Centre d'Economie de la Sorbonne 14064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Post-Print hal-01410661, HAL.
- Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," PSE-Ecole d'économie de Paris (Postprint) hal-01410661, HAL.
- Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015. "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 117-132.
- Huang, Helen & Wang, Yanjie & Zhang, Shunming, 2021. "Prudence attitude and limited participation," Economic Modelling, Elsevier, vol. 101(C).
- Jiang, Julia & Liu, Jun & Tian, Weidong & Zeng, Xudong, 2022. "Portfolio concentration, portfolio inertia, and ambiguous correlation," Journal of Economic Theory, Elsevier, vol. 203(C).
- Lin, Qian & Luo, Yulei & Sun, Xianming, 2022. "Robust investment strategies with two risky assets," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Puhl, Martin & Savor, Pavel & Wilson, Mungo, 2024. "Uncertainty premia for small and large risks," Journal of Banking & Finance, Elsevier, vol. 167(C).
- Zaremba, Adam & Cakici, Nusret & Bianchi, Robert J. & Long, Huaigang, 2023. "Interest rate changes and the cross-section of global equity returns," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Auster, Sarah, 2018. "Robust contracting under common value uncertainty," Theoretical Economics, Econometric Society, vol. 13(1), January.
- Ganguli, J & Heifetz, A, 2012.
"Universal interactive preferences,"
Economics Discussion Papers
5629, University of Essex, Department of Economics.
- Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016. "Universal interactive preferences," Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
Cited by:
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010.
"Interdependent Preferences and Strategic Distinguishability,"
Cowles Foundation Discussion Papers
1772, Cowles Foundation for Research in Economics, Yale University.
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2011. "Interdependent Preferences and Strategic Distinguishability," Levine's Working Paper Archive 786969000000000054, David K. Levine.
- Bergemann, Dirk & Morris, Stephen & Takahashi, Satoru, 2017. "Interdependent preferences and strategic distinguishability," Journal of Economic Theory, Elsevier, vol. 168(C), pages 329-371.
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Working Papers 1267, Princeton University, Department of Economics, Econometric Research Program..
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Cowles Foundation Discussion Papers 1772RR, Cowles Foundation for Research in Economics, Yale University, revised Jul 2014.
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Levine's Working Paper Archive 661465000000000273, David K. Levine.
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Cowles Foundation Discussion Papers 1772R3, Cowles Foundation for Research in Economics, Yale University, revised Aug 2016.
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2011. "Interdependent Preferences and Strategic Distinguishability," Working Papers 1302, Princeton University, Department of Economics, Econometric Research Program..
- Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Cowles Foundation Discussion Papers 1772R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011.
- Dekel, Eddie & Siniscalchi, Marciano, 2015. "Epistemic Game Theory," Handbook of Game Theory with Economic Applications,, Elsevier.
- Willemien Kets, 2012.
"Bounded Reasoning and Higher-Order Uncertainty,"
Discussion Papers
1547, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kets, Willemien, 2021. "Bounded Reasoning and Higher-Order Uncertainty," SocArXiv qt498, Center for Open Science.
- Galeazzi, Paolo & Marti, Johannes, 2023. "Choice structures in games," Games and Economic Behavior, Elsevier, vol. 140(C), pages 431-455.
- Jayant V. Ganguli & Scott Condie, 2009.
"The dynamics of partially-revealing rational expectations equilibria,"
2009 Meeting Papers
1122, Society for Economic Dynamics.
Cited by:
- Junyong He & Helen Hui Huang & Shunming Zhang, 2020. "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 263-329, November.
- Jayant V Ganguli & Scott Condie, 2008.
"Ambiguity and rational expectations equilibria,"
2008 Meeting Papers
719, Society for Economic Dynamics.
- Scott Condie & Jayant V. Ganguli, 2011. "Ambiguity and Rational Expectations Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(3), pages 821-845.
Cited by:
- Huang, Helen Hui & Zhang, Shunming & Zhu, Wei, 2017. "Limited participation under ambiguity of correlation," Journal of Financial Markets, Elsevier, vol. 32(C), pages 97-143.
- Nizar Allouch, 2013.
"A competitive equilibrium for a warm-glow economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 269-282, May.
- Nizar Allouch, 2009. "A Competitive Equilibrium for a Warm Glow Economy," Working Papers 641, Queen Mary University of London, School of Economics and Finance.
- Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
- Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
- Spyros Galanis & Christos A. Ioannou & Stelios Kotronis, 2023.
"Information Aggregation Under Ambiguity: Theory and Experimental Evidence,"
Department of Economics Working Papers
2023_04, Durham University, Department of Economics.
- Spyros Galanis & Christos A Ioannou & Stelios Kotronis, 2024. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3423-3467.
- Galanis, S. & Ioannou, C. & Kotronis, S., 2019. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," Working Papers 20/05, Department of Economics, City University London.
- Luciano I. de Castro & Marialaura Pesce & Nicholas C. Yannelis, 2013. "A New Perspective on Rational Expectations," Economics Discussion Paper Series 1316, Economics, The University of Manchester.
- Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007.
"Decision Making and Trade without Probabilities,"
CIRANO Working Papers
2007s-21, CIRANO.
- John Dickhaut & Radhika Lunawat & Kira Pronin & Jack Stecher, 2011. "Decision making and trade without probabilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 275-288, October.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020.
"Market Allocations under Ambiguity: A Survey,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-02495663, HAL.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2019. "Market Allocations under Ambiguity: A Survey," Working Papers 897, Queen Mary University of London, School of Economics and Finance.
- Antoine Billot & Jean-Marc Tallon & Sujoy Mukerji, 2019. "Market Allocations under Ambiguity: A Survey," Working Papers halshs-02173491, HAL.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 267-282.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
- Antoine Billot & Jean-Marc Tallon & Sujoy Mukerji, 2019. "Market Allocations under Ambiguity: A Survey," PSE Working Papers halshs-02173491, HAL.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey [Allocations des biens et ambiguïté : une revue de la littérature]," PSE-Ecole d'économie de Paris (Postprint) halshs-02875162, HAL.
- Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey [Allocations des biens et ambiguïté : une revue de la littérature]," Post-Print halshs-02875162, HAL.
- Robert Nau, 2011. "Risk, ambiguity, and state-preference theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 437-467, October.
- Eisei Ohtaki, 2023.
"Optimality in an OLG model with nonsmooth preferences,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
- Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
- Antonio Mele & Francesco Sangiorgi, 2015. "Uncertainty, Information Acquisition, and Price Swings in Asset Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1533-1567.
- Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
- Massimo Guidolin & Francesca Rinaldi, 2010.
"Ambiguity in asset pricing and portfolio choice: a review of the literature,"
Working Papers
2010-028, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
- Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 469-491, October.
- Gong, Aibo & Ke, Shaowei & Qiu, Yawen & Shen, Rui, 2022. "Robust pricing under strategic trading," Journal of Economic Theory, Elsevier, vol. 199(C).
- Ouzan, Samuel, 2020. "Loss aversion and market crashes," Economic Modelling, Elsevier, vol. 92(C), pages 70-86.
- Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers 1122, Society for Economic Dynamics.
- Luciano I. Castro & Marialaura Pesce & Nicholas C. Yannelis, 2020. "A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility," Annals of Finance, Springer, vol. 16(1), pages 1-61, March.
- Ellis, Andrew, 2018.
"On dynamic consistency in ambiguous games,"
LSE Research Online Documents on Economics
89387, London School of Economics and Political Science, LSE Library.
- Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," Games and Economic Behavior, Elsevier, vol. 111(C), pages 241-249.
- Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015. "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 117-132.
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
- Michael Zierhut, 2016. "Partially revealing rational expectations equilibrium with real assets and binding constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 495-516, August.
- Yu, Edison G., 2018.
"Dynamic market participation and endogenous information aggregation,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 491-517.
- Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
- Vitale, Paolo, 2018. "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 113-130.
- Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020. "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 65-97, March.
- Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021.
"Information Inertia,"
Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- ,, 2016. "Condorcet meets Ellsberg," Theoretical Economics, Econometric Society, vol. 11(3), September.
- Luciano Castro & Marialaura Pesce & Nicholas Yannelis, 2011.
"Core and equilibria under ambiguity,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 519-548, October.
- Luciano De Castro & Marialaura Pesce & Nicolas Yannelis, 2011. "Core and Equilibria under ambiguity," Discussion Papers 1534, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Bogdan Klishchuk, 2018. "Multiple markets: new perspective on nonlinear pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 525-545, August.
- Heyen, Daniel, 2014. "Learning under Ambiguity - A Note on the Belief Dynamics of Epstein and Schneider (2007)," Working Papers 0573, University of Heidelberg, Department of Economics.
Articles
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021.
"Information Inertia,"
Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
See citations under working paper version above.
- Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- Condie, Scott & Ganguli, Jayant, 2017.
"The pricing effects of ambiguous private information,"
Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
Cited by:
- Wang, Jiarui & Liu, Shancun & Yang, Haijun, 2022. "Institutional investor’ proportions and inactive trading," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Huang, Helen & Wang, Yanjie & Zhang, Shunming, 2021. "Prudence attitude and limited participation," Economic Modelling, Elsevier, vol. 101(C).
- Meyer, Steffen & Uhr, Charline, 2024. "Ambiguity and private investors’ behavior after forced fund liquidations," Journal of Financial Economics, Elsevier, vol. 156(C).
- Nihad Aliyev, 2019. "Financial Markets with Multidimensional Uncertainty," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2019, January-A.
- Vitale, Paolo, 2018. "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 113-130.
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021.
"Information Inertia,"
Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- Aliyev, Nihad & He, Xue-Zhong, 2023. "Ambiguous price formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
- Wang, Bo, 2022. "Ambiguity aversion and amplification of financial crisis," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Zhou, Tong, 2021. "Ambiguity, asset illiquidity, and price variability," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 280-292.
- Andrea Albertazzi & Friederike Mengel & Ronald Peeters, 2021. "Benchmarking information aggregation in experimental markets," Economic Inquiry, Western Economic Association International, vol. 59(4), pages 1500-1516, October.
- Khrennikova, Polina & Patra, Sudip, 2019. "Asset trading under non-classical ambiguity and heterogeneous beliefs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 562-577.
- Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016.
"Universal interactive preferences,"
Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
See citations under working paper version above.
- Ganguli, J & Heifetz, A, 2012. "Universal interactive preferences," Economics Discussion Papers 5629, University of Essex, Department of Economics.
- Scott Condie & Jayant V. Ganguli, 2011.
"Ambiguity and Rational Expectations Equilibria,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(3), pages 821-845.
See citations under working paper version above.
- Jayant V Ganguli & Scott Condie, 2008. "Ambiguity and rational expectations equilibria," 2008 Meeting Papers 719, Society for Economic Dynamics.
- Scott Condie & Jayant Ganguli, 2011.
"Informational efficiency with ambiguous information,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
Cited by:
- König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
- Nizar Allouch, 2013.
"A competitive equilibrium for a warm-glow economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 269-282, May.
- Nizar Allouch, 2009. "A Competitive Equilibrium for a Warm Glow Economy," Working Papers 641, Queen Mary University of London, School of Economics and Finance.
- Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
- Luciano de Castro & Alain Chateauneuf, 2011.
"Ambiguity aversion and trade,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00685408, HAL.
- Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Post-Print hal-00685408, HAL.
- Alain Chateauneuf & Luciano I. de Castro, 2011. "Ambiguity Aversion and Trade," Discussion Papers 1526, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
- Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," PSE-Ecole d'économie de Paris (Postprint) hal-00685408, HAL.
- Tomoki Fujii, 2012.
"Dynamic Poverty Decomposition Analysis: An Application to the Philippines,"
Working Papers
34-2012, Singapore Management University, School of Economics.
- Fujii, Tomoki, 2017. "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," World Development, Elsevier, vol. 100(C), pages 69-84.
- Fujii, Tomoki, 2014. "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," ADBI Working Papers 466, Asian Development Bank Institute.
- Marialaura Pesce & Peter Cramton & Nicholas C. Yannelis, 2010.
"A new perspective to rational expectations: maximin rational expectations equilibrium,"
Discussion Papers
1528, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Luciano De Castro & Marialaura Pesce & Nicholas C. Yannelis, 2011. "A new perspective to rational expectations: maximin rational expectations equilibrium," Economics Discussion Paper Series 1107, Economics, The University of Manchester.
- Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007.
"Decision Making and Trade without Probabilities,"
CIRANO Working Papers
2007s-21, CIRANO.
- John Dickhaut & Radhika Lunawat & Kira Pronin & Jack Stecher, 2011. "Decision making and trade without probabilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 275-288, October.
- Meglena Jeleva & Jean-Marc Tallon, 2014.
"Ambiguïté, comportements et marchés financiers,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01109639, HAL.
- Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Post-Print halshs-01109639, HAL.
- Jeleva, Meglena & Tallon, Jean-Marc, 2016. "Ambiguïté, comportements et marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(1-2), pages 351-383, Mars-Juin.
- Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
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MPRA Paper
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hal-00685413, HAL.
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"Cobb-Douglas Preferences under Uncertainty,"
Insper Working Papers
wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
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"A Full Characterization of Nash Implementation with Strategy Space Reduction,"
Discussion Paper Series
a538, Institute of Economic Research, Hitotsubashi University.
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"Information Acquisition and Learning from Prices Over the Business Cycle,"
SSE/EFI Working Paper Series in Economics and Finance
740, Stockholm School of Economics, revised 19 Mar 2013.
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"Information acquisition with heterogeneous valuations,"
LSE Research Online Documents on Economics
107152, London School of Economics and Political Science, LSE Library.
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"Learning from Prices, Liquidity Spillovers, and Market Segmentation,"
CSEF Working Papers
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- Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
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"Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity,"
CEPR Discussion Papers
7949, C.E.P.R. Discussion Papers.
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- Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
- Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
- Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2018.
"Information acquisition, price informativeness, and welfare,"
LSE Research Online Documents on Economics
89385, London School of Economics and Political Science, LSE Library.
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- David Batista Soares & Etienne Borocco, 2022. "Rational destabilization in commodity markets [Déstabilisation rationnelle des marchés de matières premières]," Post-Print hal-03256534, HAL.
- Maryam Farboodi & Laura Veldkamp, 2018. "Long Run Growth of Financial Data Technology," Working Papers 18-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Vives, Xavier & Kovalenkov, Alex, 2008.
"Competitive Rational Expectations Equilibria Without Apology,"
CEPR Discussion Papers
7025, C.E.P.R. Discussion Papers.
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- Kovalenkov, Alexander & Vives, Xavier, 2014. "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, vol. 149(C), pages 211-235.
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CESifo Working Paper Series
3390, CESifo.
- Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
- Snehal Banerjee & Iván Marinovic & Kevin Smith, 2024. "Disclosing to Informed Traders," Journal of Finance, American Finance Association, vol. 79(2), pages 1513-1578, April.
- Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
- Antonio Mele & Francesco Sangiorgi, 2015. "Uncertainty, Information Acquisition, and Price Swings in Asset Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1533-1567.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China’s Model of Managing the Financial System," Working Papers 2020-45, Princeton University. Economics Department..
- Paul Glasserman & Harry Mamaysky & Yiwen Shen, 2024. "Dynamic Information Regimes in Financial Markets," Management Science, INFORMS, vol. 70(9), pages 6069-6092, September.
- Giovanni Cespa & Xavier Vives, 2015.
"The Beauty Contest and Short-Term Trading,"
Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
- Giovanni Cespa & Xavier Vives, 2014. "The Beauty Contest and Short-Term Trading," CSEF Working Papers 383, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Itay Goldstein & Alexander Guembel & James Dow, 2008.
"Incentives for Information Production in Markets where Prices Affect Real Investment,"
2008 Meeting Papers
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- James Dow & Itay Goldstein & Alexander Guembel, 2017. "Incentives for Information Production in Markets where Prices Affect Real Investment," Post-Print halshs-01698541, HAL.
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- Juan Carlos Hatchondo & Per Krusell & Martin Schneider, 2014. "Asset Trading and Valuation with Uncertain Exposure," Working Paper 14-5, Federal Reserve Bank of Richmond.
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- Kei Kawakami, 2014. "Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series 1182, The University of Melbourne.
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