Microstructure and Ambiguity
- 21 September 2010
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 65 (5) , 1817-1846
- https://doi.org/10.1111/j.1540-6261.2010.01595.x
Abstract
No abstract availableKeywords
This publication has 46 references indexed in Scilit:
- Escape from New York: The market impact of loosening disclosure requirementsJournal of Financial Economics, 2010
- Ambiguity and Nonparticipation: The Role of RegulationThe Review of Financial Studies, 2009
- Ambiguous Information, Risk Aversion, and Asset PricingSSRN Electronic Journal, 2009
- Ambiguous Information, Risk Aversion, and Asset PricingSSRN Electronic Journal, 2009
- Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards☆Journal of Financial Economics, 2006
- Competition for ListingsThe RAND Journal of Economics, 2004
- Presidential Address: Liquidity and Price DiscoveryThe Journal of Finance, 2003
- Knightian decision theory. Part IDecisions in Economics and Finance, 2002
- Market Structures and Liquidity: A Transactions Data Study of Exchange ListingsJournal of Financial Intermediation, 1994
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of PortfolioEconometrica, 1992