Information and ambiguity: herd and contrarian behaviour in financial markets
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Publication:365800
DOI10.1007/s11238-012-9334-3zbMath1273.91422WikidataQ57924153 ScholiaQ57924153MaRDI QIDQ365800
Mohammad Hasan, M. Dambrine, H. S. Yoon
Publication date: 9 September 2013
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://eprints.kingston.ac.uk/id/eprint/6497/1/herd-081022%2Cdavid%2C_spellchecked%2Coct08.pdf
ambiguity; Choquet expected utility; herding; optimism; contrarian behaviour; generalised Bayesian update