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https://doi.org/10.2139/ssrn.4652865

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-4068(89)90018-9openalex-extracted
Maxmin expected utility with non-unique prior
inferredcites →https://doi.org/10.1016/j.finmar.2016.10.002openalex-extracted
Limited participation under ambiguity of correlation
inferredcites →https://doi.org/10.1016/j.jbef.2021.100557openalex-extracted
Intraday time-series momentum and investor trading behavior
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-extracted
Time Series Momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2018.05.009openalex-extracted
Market intraday momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.029openalex-extracted
Hedging demand and market intraday momentum
inferredcites →https://doi.org/10.1093/rfs/hhi034openalex-extracted
Model Uncertainty, Limited Market Participation, and Asset Prices
inferredcites →https://doi.org/10.1093/rfs/hhn100openalex-extracted
Ambiguity and Nonparticipation: The Role of Regulation
inferredcites →https://doi.org/10.1111/jofi.12436openalex-extracted
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
inferredcites →https://doi.org/10.2139/ssrn.423920openalex-extracted
inferredcites →https://doi.org/10.2307/2526866openalex-extracted
The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
inferredcites →https://doi.org/10.2307/2938207openalex-extracted
Two-Stage Lotteries without the Reduction Axiom
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