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Ambiguity aversion and stock market participation: An empirical analysis. (2015). Harris, Richard ; Antoniou, Constantinos ; Zhang, Ruogu .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:58:y:2015:i:c:p:57-70.

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Cited: 32

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  1. Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Hajek, Petr ; Sharif, Taimur ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul.
    In: Technological Forecasting and Social Change.
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  2. Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud.
    In: Economic Modelling.
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  3. .

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  4. Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9.

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  5. Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

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  6. The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

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  7. .

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  8. Does culture play a role in the stock markets response to uncertainty?. (2022). Xu, Jingjing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2530-2548.

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  9. Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India. (2022). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth.
    In: Indian Economic Review.
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  10. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
    In: SocArXiv.
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  11. Trading, Ambiguity and Information in the Options Market. (2022). Cookson, Anthony J ; Ben-Rephael, Azi ; Izhakian, Yehuda.
    In: SocArXiv.
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  12. Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios.
    In: Journal of Financial Economics.
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  13. Comparing ambiguous urns with different sizes. (2022). Ozbay, Erkut Y ; Masatlioglu, Yusufcan ; Gulen, Huseyin ; Filiz-Ozbay, Emel.
    In: Journal of Economic Theory.
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  14. Institutional investor’ proportions and inactive trading. (2022). Liu, Shancun ; Wang, Jiarui ; Yang, Haijun.
    In: International Review of Financial Analysis.
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  15. Welfare implications of mitigating investment uncertainty. (2021). Sakamoto, Jun ; Ogawa, Takayuki.
    In: Annals of Finance.
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  16. Financial literacy and fraud detection——Evidence from China. (2021). Wu, Weixing ; Peng, Ming ; Wei, LI.
    In: International Review of Economics & Finance.
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  17. Uncertainty avoidance and stock price informativeness of future earnings. (2021). Tsoligkas, Fanis ; Tsalavoutas, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
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  18. Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies. (2021). Mishra, Tapas ; Zhang, Zhuang ; Yarovaya, Larisa ; Luo, DI.
    In: Journal of International Financial Markets, Institutions and Money.
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  19. Persuading a pessimist: Simplicity and robustness. (2021). Nikzad, Afshin.
    In: Games and Economic Behavior.
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  20. Learning about the Ellsberg Paradox reduces, but does not abolish, ambiguity aversion. (2020). Levy, Ifat ; Santos, Laurie R ; Gao, Sean ; Furlong, Ellen ; Jia, Ruonan.
    In: PLOS ONE.
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  21. Financial Markets with Multidimensional Uncertainty. (2019). Aliyev, Nihad .
    In: PhD Thesis.
    RePEc:uts:finphd:2-2019.

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  22. Ambiguity Preferences and Portfolio Choices: Evidence from the Field. (2019). Tallon, Jean-Marc ; Bianchi, Milo.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:4:p:1486-1501.

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  23. Market timing under public and private information. (2019). Rud, Olga ; Sharifova, Manizha ; Horowitz, John ; Chernulich, Aleksei ; Rabanal, Jean Paul.
    In: Working Papers.
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  24. Welfare Implications of Mitigating Investment Uncertainty. (2018). Sakamoto, Jun ; Ogawa, Takayuki .
    In: Discussion Papers in Economics and Business.
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  25. Asset pricing and ambiguity: Empirical evidence⁎. (2018). Brenner, Menachem ; Izhakian, Yehuda.
    In: Journal of Financial Economics.
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  26. Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V.
    In: Strategic Management Journal.
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  27. Beyond rational behaviour: the non-financial variables that condition shareholder action during a takeover. (2017). Mayoral, Rosa M ; Vallelado, Eleuterio.
    In: Journal of Economic Policy Reform.
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  28. Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour. (2017). Tang, Chao.
    In: Academic Journal of Economic Studies.
    RePEc:khe:scajes:v:3:y:2017:i:3:p:38-46.

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  29. Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

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  30. Ambiguity and the Tradeoff Theory of Capital Structure. (2016). Yermack, David ; Izhakian, Yehuda ; Zender, Jaime F.
    In: NBER Working Papers.
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  30. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Chollete, Loran ; Nas, Randi .
    In: Discussion Papers.
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  31. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

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  32. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

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  33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

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  34. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

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  35. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

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  36. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

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  37. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kamil, Herman ; Kathryn M. E. Dominguez, .
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  38. Paying for Market Quality. (2005). Anand, Amber ; Weaver, Daniel G. ; Tanggaard, Carsten .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

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  39. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Chordia, Tarun .
    In: Staff Reports.
    RePEc:fip:fednsr:207.

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  40. Liquidity, default, taxes and yields on municipal bonds. (2005). Wu, Chunchi ; Wang, Junbo ; Zhang, Frank.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

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  41. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

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  42. Disclosure and liquidity. (2005). Trombetta, Marco ; Espinosa, Monica ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

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  43. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

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  44. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

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  45. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

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  46. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

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  47. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

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  48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Werner, Ingrid ; Panchapagesan, Venkatesh ; Angel, James J..
    In: Working Paper Series.
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  49. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

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  50. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

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