Speculative trade under ambiguity
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Publication:2067392
DOI10.1016/J.JET.2021.105200zbMath1481.91206OpenAlexW3123309251MaRDI QIDQ2067392
Publication date: 18 January 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://economicdynamics.org/meetpapers/2016/paper_1607.pdf
Related Items (3)
TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES ⋮ Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints ⋮ Bayesian learning with multiple priors and nonvanishing ambiguity
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