Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic

This study introduces a novel index based on expectations concordance for explaining stock-price volatility when novel events that are each somewhat unique cause unforeseeable change and Knightian uncertainty in the process driving outcomes. Expectations concordance measures the degree to which KU e...

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Autores principales: Roman Frydman, Nicholas Mangee
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/f6f7c59c4ee746a2acd89d30cfe62afb
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