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Why Do Hedgers Hedge? The Role of Ambiguity

https://doi.org/10.2139/ssrn.4672261
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Ambiguity Attitudes
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OPEC in the news
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The impact of risk and uncertainty on expected returns☆
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Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
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Risk, ambiguity, and the exercise of employee stock options
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Asset pricing and ambiguity: Empirical evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2021.07.004openalex-extracted
Ambiguity about volatility and investor behavior
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Expected Utility with Uncertain Probabilities Theory
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Increasing risk: Dynamic mean-preserving spreads
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Inflation ambiguity and the term structure of U.S. Government bonds
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Who Trades Futures and How: Evidence from the Heating Oil Futures Market
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What Ties Return Volatilities to Price Valuations and Fundamentals?
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Measuring Economic Policy Uncertainty*
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Robust Portfolio Rules and Asset Pricing
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All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.1093/rfs/hht018openalex-extracted
Ambiguous Volatility and Asset Pricing in Continuous Time
inferredcites →https://doi.org/10.1093/rfs/hhz082openalex-extracted
Ambiguity, Volatility, and Credit Risk
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On the geometrical treatment of the ‘normal curve’ of statistics, with especial reference to correlation and to the theory of error
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What Makes Investors Trade?
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The High‐Volume Return Premium
inferredcites →https://doi.org/10.1111/1468-0262.00337openalex-extracted
Ambiguity, Risk, and Asset Returns in Continuous Time
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00755.xopenalex-extracted
Ellsberg Revisited: An Experimental Study
inferredcites →https://doi.org/10.1111/jofi.12068openalex-extracted
Uncertainty, Time‐Varying Fear, and Asset Prices
inferredcites →https://doi.org/10.1111/jofi.12845openalex-extracted
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101716openalex-extracted
Commodity Investing
inferredcites →https://doi.org/10.1177/00222429221082977openalex-extracted
Conducting Research in Marketing with Quasi-Experiments
inferredcites →https://doi.org/10.1257/0002828053828518openalex-extracted
Estimation and Inference of Impulse Responses by Local Projections
inferredcites →https://doi.org/10.1287/mnsc.1050.0388openalex-extracted
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
inferredcites →https://doi.org/10.1287/mnsc.1050.0428openalex-extracted
The Effects of Imprecise Probabilities and Outcomes in Evaluating Investment Options
inferredcites →https://doi.org/10.1287/mnsc.1070.0735openalex-extracted
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions
inferredcites →https://doi.org/10.1287/mnsc.2020.3823openalex-extracted
Risk, Ambiguity, and the Value of Diversification
inferredcites →https://doi.org/10.1287/mnsc.2021.4074openalex-extracted
Ambiguity and the Tradeoff Theory of Capital Structure
inferredcites →https://doi.org/10.1287/mnsc.45.1.74openalex-extracted
Nonlinear Decision Weights in Choice Under Uncertainty
inferredcites →https://doi.org/10.1515/9781400829828openalex-extracted
Mostly Harmless Econometrics
inferredcites →https://doi.org/10.2139/ssrn.1569064openalex-extracted
What Ties Return Volatilities to Price Valuations and Fundamentals?
inferredcites →https://doi.org/10.2139/ssrn.2017944openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2018079openalex-extracted
Asset Pricing and Ambiguity: Empirical Evidence
inferredcites →https://doi.org/10.2139/ssrn.2197408openalex-extracted
Ambiguous Volatility and Asset Pricing in Continuous Time
inferredcites →https://doi.org/10.2139/ssrn.2406635openalex-extracted
Risk, Ambiguity, and the Exercise of Employee Stock Options
inferredcites →https://doi.org/10.2139/ssrn.252331openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2873248openalex-extracted
Ambiguity and the Tradeoff Theory of Capital Structure
inferredcites →https://doi.org/10.2139/ssrn.3628757openalex-extracted
Should I Stay or Should I Go? Trading Behavior Under Ambiguity
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2307/1053873openalex-extracted
Essays in Positive Economics
inferredcites →https://doi.org/10.2307/1884324openalex-extracted
Risk, Ambiguity, and the Savage Axioms
inferredcites →https://doi.org/10.2307/2526578openalex-extracted
Hypothesis Testing with Efficient Method of Moments Estimation
inferredcites →https://doi.org/10.2307/2980018openalex-extracted
Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory.
inferredcites →https://doi.org/10.2469/faj.v62.n2.4083openalex-extracted
Facts and Fantasies about Commodity Futures
inferredcites →https://doi.org/10.3982/ecta17813openalex-extracted
Local Projections and VARs Estimate the Same Impulse Responses
inferredcites →https://doi.org/10.3982/ecta18756openalex-extracted
Local Projection Inference Is Simpler and More Robust Than You Think
inferredcites →https://doi.org/10.5089/9781451867947.001openalex-extracted
The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality
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