Aibo Gong

University of Michigan, Ann Arbor

2350 Hayward Street

Ann Arbor, MI 48109

United States

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Scholarly Papers (1)

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Robust Pricing under Strategic Trading

Journal of Economic Theory, Forthcoming
Number of pages: 73 Posted: 27 May 2020 Last Revised: 30 Jan 2021
Aibo Gong, Shaowei Ke, Yawen Qiu and Rui Shen
University of Michigan, Ann Arbor, University of Michigan at Ann Arbor - Department of Economics, Shanghai University of Economics and Finance and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
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Abstract:

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Ambiguity Aversion, Dynamic Strategic Trading, Price Drift, Under-reaction