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2. Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos.
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1. Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2. Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kim, Yongjin ; Kuehn, Lars-Alexander.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

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3. The rate of discount on public investments with future bias in an altruistic overlapping generations model. (2023). Tamai, Toshiki.
   In: European Journal of Political Economy.
   RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000605.

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4. Learning and the capital age premium. (2023). Li, Kai ; Tsou, Chi-Yang ; Xu, Chenjie.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90.

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5. On the voluntary disclosure of redundant information. (2023). Kaniel, Ron ; Banerjee, Snehal ; Kremer, Ilan ; Breon-Drish, Bradyn.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001394.

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6. Asset pricing under smooth ambiguity in continuous time. (2022). Miao, Jianjun ; Hansen, Lars.
   In: Economic Theory.
   RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01441-5.

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7. Financial Uncertainty with Ambiguity and Learning. (2022). Zhang, Yuzhao ; Liu, Hening.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2120-2140.

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8. Economic growth, equilibrium welfare, and public goods provision with intergenerational altruism. (2022). Tamai, Toshiki.
   In: European Journal of Political Economy.
   RePEc:eee:poleco:v:71:y:2022:i:c:s0176268021000628.

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9. Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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10. The cross section of the monetary policy announcement premium. (2022). Pan, Xuhui Nick ; Han, Leyla Jianyu ; Xu, Lai ; Ai, Hengjie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:247-276.

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11. R&D information quality and stock returns. (2022). Huang, Tao ; Zhu, Ning ; Li, Junye ; Wu, Fei.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300689.

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12. Banks’ liquidity provision and panic runs with recursive preferences. (2022). Panetti, Ettore.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005912.

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13. Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin ; Velasco, Carlos.
    In: Working Papers.
    RePEc:wyi:wpaper:002595.

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14. Disagreements with noisy signals and asset pricing. (2020). Wang, Hailong ; Cheng, Fengchao ; Hu, Duni ; Ma, Chaoqun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

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15. Heterogeneous Households under Uncertainty. (2019). Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25448.

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16. Asset pricing with an imprecise information set. (2019). Wang, Yan ; Lee, Gemma ; Jacoby, Gady ; Paseka, Alexander.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:82-93.

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17. Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:9.

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18. Heterogeneous Households under Uncertainty. (2019). Veronesi, Pietro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13466.

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19. General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions. (2017). Avram, Doina ; Diaconu, Aurelian.
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:65:y:2017:i:6:p:40-50.

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20. What Information Drives Asset Prices?. (2017). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23689.

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21. Significant aspects regarding the analysis of bankruptcy risk. (2016). Popovici, Mugurel ; Anghel, Madalina ; Anghelache, Constantin ; Manole, Alexandru.
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:64:y:2016:i:9:p:81-87.

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22. Macro Announcement Premium and Risk Preferences. (2016). Bansal, Ravi ; Ai, Hengjie.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:715.

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23. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22527.

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24. Elasticity of Intertemporal Substitution: An Investigation in Iran. (2016). Einian, Majid ; Nili, Masoud.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:11:y:2016:i:2:p:207-223.

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25. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:298-315.

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26. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

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27. Financial Intermediation and Capital Reallocation. (2015). Yang, Fang ; Li, Kai ; Ai, Hengjie.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:429.

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28. Heterogeneity and limited stock market Participation. (2015). Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2014_005.

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29. Recursive utility using the stochastic maximum principle. (2015). Aase, Knut.
    In: Discussion Papers.
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30. Government insurance, information, and asset prices. (2015). Lopomo Beteto Wegner, Danilo ; Lopomo Beteto Wegner, Danilo, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:165-183.

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31. Asset pricing in production economies with extrapolative expectations. (2015). Hirshleifer, David ; Li, Jun ; Yu, Jianfeng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:87-106.

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32. Cross-country heterogeneity in intertemporal substitution. (2015). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:1:p:100-118.

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33. MEASURING INTERTEMPORAL SUBSTITUTION: THE IMPORTANCE OF METHOD CHOICES AND SELECTIVE REPORTING. (2015). Havranek, Tomas.
    In: Journal of the European Economic Association.
    RePEc:bla:jeurec:v:13:y:2015:i:6:p:1180-1204.

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34. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

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35. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215.

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36. Recursive utility and jump-diffusions. (2014). Aase, Knut.
    In: Discussion Papers.
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37. Evaluating multi-criteria ratings of financial investment options. (2014). Wang, Shin-Yun ; Yu, Po-Lung ; Chen, Andrew N. K., .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:46-58.

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38. Cross-Country Heterogeneity in Intertemporal Substitution. (2014). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas ; Rusnak, Marek.
    In: Working Papers.
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39. How Much Would You Pay to Resolve Long-Run Risk?. (2014). Strzalecki, Tomasz ; Epstein, Larry ; Farhi, Emmanuel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:9:p:2680-97.

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40. Cross-Country Heterogeneity in Intertemporal Substitution. (2013). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1056.

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41. Long-Run Risk and Hidden Growth Persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
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42. Publication Bias in Measuring Intertemporal Substitution. (2013). Havranek, Tomas.
    In: Working Papers IES.
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43. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1911-1928.

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44. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; D'Addona, Stefano.
    In: Working Papers.
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45. Information and the Equity Premium. (2011). Schlee, Edward ; Gollier, Christian.
    In: IDEI Working Papers.
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46. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
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47. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
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48. Confidence Risk and Asset Prices. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
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49. Learning and Asset-Price Jumps. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
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50. Learning in Financial Markets. (2009). Pastor, Lubos ; Pstor, ubo ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14646.

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