Michael Greinecker

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Limit Orders and Knightian Uncertainty

Number of pages: 25 Posted: 07 Apr 2020 Last Revised: 01 Jun 2020
Michael Greinecker and Christoph Kuzmics
affiliation not provided to SSRN and University of Graz - Department of Economics
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Abstract:

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Knightian uncertainty, ambiguity aversion, subjective expected utility, financial market participation, strict dominance