Uncertainty, information acquisition, and price swings in asset markets
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Publication:4610754
DOI10.1093/RESTUD/RDV017zbMATH Open1405.91220OpenAlexW3121829271MaRDI QIDQ4610754FDOQ4610754
Authors: Antonio Mele, Francesco Sangiorgi 
Publication date: 23 January 2019
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/291652/files/rdv017.pdf
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- Learning from prices: information aggregation and accumulation in an asset market
- Information acquisition and expected returns: evidence from EDGAR search traffic
- The pricing effects of ambiguous private information
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
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- PREDICTING UNCERTAIN OUTCOMES USING INFORMATION MARKETS: TRADER BEHAVIOR AND INFORMATION AGGREGATION
- Dynamic decision making under ambiguity: an experimental investigation
- Prospect theory and market quality
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