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A theoretical foundation of ambiguity measurement

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Cited by:

  1. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs," SocArXiv ud7yw_v1, Center for Open Science.
  2. Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(6), pages 1188-1211, December.
  3. Chen, Steven Shu-Hsiu, 2024. "Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds," Finance Research Letters, Elsevier, vol. 69(PB).
  4. Günter Franke, 2020. "Management nicht-finanzieller Risiken: eine Forschungsagenda [Management of Non-Financial Risks: A Research Agenda]," Schmalenbach Journal of Business Research, Springer, vol. 72(3), pages 279-320, September.
  5. Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021. "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  6. Krivenko, Pavel, 2023. "Asset prices in a labor search model with confidence shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  7. Chen, Qiang & Han, Yu, 2023. "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, vol. 64(C).
  8. Yanchu Liu & Chen Liu & Yiyao Chen & Xianming Sun, 2024. "Option‐Implied Ambiguity and Equity Return Predictability," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1556-1577, September.
  9. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
  10. Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).
  11. Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
  12. Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
  13. Bose, Subir & Daripa, Arup, 2022. "Eliciting ambiguous beliefs using constructed ambiguous acts: Alpha-maxmin," Journal of Mathematical Economics, Elsevier, vol. 103(C).
  14. Ilke Aydogan & Loïc Berger & Vincent Théroude, 2023. "More Ambiguous or More Complex? An Investigation of Individual Preferences under Uncertainty," Working Papers of BETA 2023-10, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  15. Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
  16. Doron Nisani & Mahmoud Qadan & Amit Shelef, 2022. "Risk and Uncertainty at the Outbreak of the COVID-19 Pandemic," Sustainability, MDPI, vol. 14(14), pages 1-12, July.
  17. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv_v1, Center for Open Science.
  18. Ronald Klingebiel & Feibai Zhu, 2023. "Ambiguity aversion and the degree of ambiguity," Journal of Risk and Uncertainty, Springer, vol. 67(3), pages 299-324, December.
  19. Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
  20. Wagner, Moritz & Wei, Xiaopeng, 2024. "Ambiguous investor sentiment," Finance Research Letters, Elsevier, vol. 67(PA).
  21. Ilke AYDOGAN & Loïc BERGER & Vincent THEROUDE, 2023. "More Ambiguous or More Complex? An Investigation of Individual Preferences under Model Uncertainty," Working Papers 2023-iRisk-02, IESEG School of Management.
  22. Michael Greinecker & Christoph Kuzmics, 2022. "Limit Orders and Knightian Uncertainty," Papers 2208.10804, arXiv.org.
  23. Fu, Ruonan & Melenberg, Bertrand & Schweizer, Nikolaus, 2023. "Comment on “A theoretical foundation of ambiguity measurement” [J. Econ. Theory 187 (2020) 105001]," Journal of Economic Theory, Elsevier, vol. 207(C).
  24. Takanori Adachi, 2023. "Hierarchical Structure of Uncertainty," Papers 2311.14219, arXiv.org, revised Sep 2024.
  25. Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).
  26. Qiang Chen & Yu Han & Ying Huang, 2024. "Market‐wide overconfidence and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 3-26, January.
  27. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs," SocArXiv ud7yw, Center for Open Science.
  28. Li, Wenhui & Wilde, Christian, 2021. "Separating the effects of beliefs and attitudes on pricing under ambiguity," SAFE Working Paper Series 311, Leibniz Institute for Financial Research SAFE.
  29. Martín Egozcue & Luis Fuentes García & Ričardas Zitikis, 2023. "The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1369-1402, April.
  30. Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
  31. Kim, Eung-Bin & Byun, Suk-Joon, 2021. "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 321-335.
  32. Doron Nisani, 2023. "On the General Deviation Measure and the Gini coefficient," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 599-610, September.
  33. Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
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