Ambiguity and Nonparticipation: The Role of Regulation
By David A. Easley, Maureen O’Hara. 2009
318 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/bba409b0ec5440f643c1423908283b1eb50de6d1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Martin Schneider
- Larry G. Epstein
- Lars Peter Hansen
- Christopher D. Williams
- Garud N. Iyengar
- Jianjun Miao
- Costis Skiadas
- Peter Klibanoff
In Finance
- Martin Schneider
- Larry G. Epstein
- Jianjun Miao
- Cosmin L. Ilut
- Lars Peter Hansen
- Christopher D. Williams
- Nengjiu Ju
- Thomas J. Sargent
Citations in the corpus
- Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “…Wang interpret as highly realistic in the light of the voluminous literature on the empirical shortcomings of the static CAPM.17 In the same spirit, Easley and O’Hara (2009) have solved their simple two-period model to derive asset pricing insights, and in particular show that ambiguity may induce…”
- Ambiguity and Asset Markets (2010, background): “Easley & O’Hara (2009) consider the welfare effects of financial market regulation in models where MP agents choose in what markets to participate.”