Information and ambiguity: herd and contrarian behaviour in financial markets

  • J. L. Ford
  • , D. Kelsey
  • , W. Pang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-15
JournalTheory and Decision
Volume75
Issue number1
DOIs
Publication statusPublished - Jul 2013
Externally publishedYes

Keywords

  • ambiguity
  • choquet expected utility
  • generalised bayesian update
  • optimism
  • herding
  • contrarian behaviour
  • Economics and econometrics

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