Roman Frydman

Department of Economics, New York University, New York, NY 10012, USA, and INET Program on Imperfect Knowledge Economics (IKE)

rf3 <at> nyu.edu
http://econ.nyu.edu/user/frydmanr and http://ineteconomics.org/research-program/imperfect-knowledge-economics

Papers

2015-24
JournalPaper
Roman Frydman, Michael D. Goldberg, and Nicholas Mangee
Knightian Uncertainty and Stock-Price Movements: Why the REH Present-Value Model Failed Empirically
August 18, 2015 | downloads: 1609 | JEL: E44, G12, G14, B40
2015-38
DiscussionPaper
Roman Frydman, Michael D. Goldberg, and Nicholas Mangee
Knightian Uncertainty and Stock-Price Movements: Why the REH Present-Value Model Failed Empirically
May 29, 2015 | downloads: 764 | JEL: E44, G12 | 6 comments | journal article