The “two sessions”: institutional investors selloff to avoid ambiguity
Abstract We construct a model to examine the time-varying ambiguity of investors. When ambiguity occurs concerning recent news, long (short) position investors who are averse to ambiguity reduce (increase) their holdings, resulting in price drops (rises). We empirically analyze how the “two sessions...
Saved in:
| Main Authors: | Jiarui Wang, Haijun Yang, Shancun Liu |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-02-01
|
| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-024-00711-6 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A dataset of risky and ambiguous decisions using a novel Linked Colored Lottery Task across two studiesZenodo
by: James B. Wyngaarden, III, et al.
Published: (2025-08-01) -
Guilt Aversion and Ambiguity in the Battle of Sexes Game
by: Giuseppe De Marco, et al.
Published: (2025-05-01) -
Negative news exposure does not affect risk or ambiguity aversion
by: Luis S. Garcia Campos, et al.
Published: (2025-06-01) -
Institutional investors in the EU financial markets
by: E. A. Barinov
Published: (2020-01-01) -
What makes risk-averse investors tick? A practitioners guide
by: Anzel Van den Bergh-Lindeque, et al.
Published: (2022-12-01)