Ambiguity in Financial Markets: Herding and Contrarian Behaviour
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Cited by:
- Craig S. Webb, 2017. "Piecewise linear rank-dependent utility," Theory and Decision, Springer, vol. 82(3), pages 403-414, March.
- Craig Webb, 2015.
"Piecewise additivity for non-expected utility,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(2), pages 371-392, October.
- Craig S. Webb, 2015. "Piecewise Additivity for Nonexpected Utility," Economics Discussion Paper Series 1503, Economics, The University of Manchester.
- Pengguang Lu, 2023. "A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders," Economics Discussion Paper Series 2307, Economics, The University of Manchester, revised Dec 2023.
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More about this item
Keywords
Ambiguity; Choquet Expected Utility; Generalized Bayesian update; Optimism; Herding; Contrarian behaviour;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-07-25 (Finance)
- NEP-FMK-2005-07-25 (Financial Markets)
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