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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| Auteurs principaux: | , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/f6f7c59c4ee746a2acd89d30cfe62afb |
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