Ellsberg's 2-color experiment, bid-ask behavior and ambiguity

Ellsberg's 2-color experiment, bid-ask behavior and ambiguity

Показать другие версии (1)

Results in this note relate the observation of an interval of prices at which a DM strictly prefers to hold a zero position on an asset (termed 'bid-ask behavior') to the DM's perception of the underlying payoff relevant events as ambiguous, as the term is defined in Epstein and Zhang...

Полное описание

Библиографические подробности
Главные авторы:	Mukerji, S, Tallon, J
Формат:	Working paper
Опубликовано:	University of Oxford 2002

Схожие документы

Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity.
по: Mukerji, S, и др.
Опубликовано: (2002)

Ellsberg’s two-color experiment, portfolio inertia and ambiguity.
по: Mukerji, S, и др.
Опубликовано: (2003)

Comment on "Ellsberg's two-color experiment, portfolio inertia and ambiguity".
по: Higashi, Y, и др.
Опубликовано: (2008)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
по: Bethany J. Weber, и др.
Опубликовано: (2012-07-01)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
по: Bethany J. Weber, и др.
Опубликовано: (2012-07-01)

Testosterone and Cortisol Jointly Predict the Ambiguity Premium in an Ellsberg-Urns Experiment
по: Giuseppe Danese, и др.
Опубликовано: (2017-04-01)

Learning about the Ellsberg Paradox reduces, but does not abolish, ambiguity aversion.
по: Ruonan Jia, и др.
Опубликовано: (2020-01-01)

Daniel Ellsberg and the Validation of Normative Propositions
по: Carlo Zappia
Опубликовано: (2016-03-01)

Ambiguity Aversion and the Absence of Wage Indexation.
по: Mukerji, S, и др.
Опубликовано: (2002)

Ambiguity aversion and the absence of wage indexation
по: Mukerji, S, и др.
Опубликовано: (2002)

Ambiguity Aversion and Incompleteness of Financial Markets.
по: Mukerji, S, и др.
Опубликовано: (2001)

Ambiguity Aversion and the Absence of Wage Indexation.
по: Mukerji, S, и др.
Опубликовано: (2004)

Ambiguity Aversion and Incompleteness of Financial Markets.
по: Mukerji, S, и др.
Опубликовано: (2000)

Ambiguity Aversion and the absence of indexed debt.
по: Mukerji, S, и др.
Опубликовано: (2004)

Ambiguity Aversion and the absence of indexed debt.
по: Mukerji, S, и др.
Опубликовано: (2005)

Ambiguity aversion and the absence of indexed debt
по: Mukerji, S, и др.
Опубликовано: (2000)

Ambiguity aversion and incompleteness of financial markets
по: Mukerji, S, и др.
Опубликовано: (2000)

A comparison of bid-ask spread proxies and determinants of bond bid-ask spread
по: Emre Su, и др.
Опубликовано: (2021-09-01)

Ambiguity and the historical equity premium
по: Mukerji, S, и др.
Опубликовано: (2011)

Ambiguity and the historical equity premium.
по: Collard, F, и др.
Опубликовано: (2011)

Bid-Ask spread determinants of currency options.
по: Chin, Min Hua., и др.
Опубликовано: (2008)

Lockup expiration, insider selling and bid-ask spreads.
по: Chandrasekhar Krishnamurti., и др.
Опубликовано: (2008)

Estimation of Ask and Bid Prices for Geometric Asian Options
по: Tao Chen, и др.
Опубликовано: (2019-01-01)

The Impact of the Development of Trading Systems on Bid-Ask Spreads
по: Chun-An Li, и др.
Опубликовано: (2008-05-01)

Developing Bid-Ask Probabilities for High-Frequency Trading
по: Lester Ingber
Опубликовано: (2020-04-01)

Definitions of Ambiguous Events and the Smooth Ambiguity Model
по: Mukerji, S, и др.
Опубликовано: (2011)

Definitions of ambiguous events and the smooth ambiguity model
по: Mukerji, S, и др.
Опубликовано: (2011)

Definitions of Ambiguous Events and the Smooth Ambiguity Model.
по: Klibanoff, P, и др.
Опубликовано: (2011)

Definitions of Ambiguous Events and the Smooth Ambiguity Model.
по: Klibanoff, P, и др.
Опубликовано: (2011)

Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
по: Chen, Jean Xiao Ming, и др.
Опубликовано: (2008)

Bid-ask spread determinants and characteristics of Euroyen futures contracts on the SIMEX
по: Teo, Hong Hong, и др.
Опубликовано: (2014)

An Econometric Analysis for the Bid-Ask Spread in the Emerging Chilean Capital Market
по: David Cademartori-Rosso, и др.
Опубликовано: (2017-05-01)

Corwin-Schultz Bid-ask Spread Estimator in the Brazilian Stock Market
по: Alexandre Ripamonti
Опубликовано: (2016-01-01)

The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange
по: Hasan Ghalibaf Asl, и др.
Опубликовано: (2012-07-01)

Studying the Effect of Financial Variables on the Bid - Ask Price Spread of Stocks
по: Ebrahim Naderi, и др.
Опубликовано: (2022-03-01)

Does Bid/Ask Spread React to the Increase of Internet Search Traffic?
по: Ridwan Nurazi, и др.
Опубликовано: (2015-12-01)

Foundations of ambiguity and economic modeling.
по: Mukerji, S
Опубликовано: (2009)

Foundations of ambiguity and economic modeling
по: Mukerji, S
Опубликовано: (2009)

Ordering Ambiguous Acts.
по: Jewitt, I, и др.
Опубликовано: (2011)

Ordering ambiguous acts
по: Jewitt, I, и др.
Опубликовано: (2017)