SSRNTrading, Microstructure & Execution
Financial Market Under Knightian Uncertainty About the Informed Trader
A study suggests that market participants learn from equilibrium prices under uncertainty, which can lead to overreactions and volatility in asset prices.
Featured in No. 11 on 9 Aug 2023 · · 0 citations today
- Released
- 7 Jun 2022
- First featured
- No. 11 · 9 Aug 2023
- Citations (Semantic Scholar)
- 0
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- 0
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- Shares when featured
- 3
- Identifier
- SSRN 4534045
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