Sujoy Mukerji

Queen Mary University of London

Professor and Head of School of Economics and Finance

Mile End

Mile End Road

London , London E1 4NS

United Kingdom

International Centre for Economic Research (ICER)

Villa Gualino

Viale Settimio Severo, 63

10133 Torino

Italy

  • Queen Mary University of London

SCHOLARLY PAPERS

6

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113

CROSSREF CITATIONS

28

Scholarly Papers (6)

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1.

A Smooth Model of Decision Making Under Ambiguity

Number of pages: 51 Posted: 12 May 2003
Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji
Northwestern University - Kellogg School of Management, University of Turin - Department of Statistics and Applied Mathematics and Queen Mary University of London
Downloads 684 (38,412)
Citation 117

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Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg's Paradox, portfolio choice

2.

Ambiguity and the Historical Equity Premium

Downloads 372 ( 82,421)
Citation 12

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
Fabrice Collard, Sujoy Mukerji, Kevin Sheppard and Jean-Marc Tallon
University of Berne - Department of Economics, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 301 (103,925)
Citation 16

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Ambiguity Aversion, Asset pricing, Equity premium puzzle

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 19 May 2011
Sujoy Mukerji, Fabrice Collard, Kevin Sheppard and Jean-Marc Tallon
Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 71 (342,756)
Citation 4

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Ambiguity version, asset pricing, equity premium puzzle

3.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 54 Posted: 03 Dec 2018 Last Revised: 12 Jun 2019
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
Queen Mary University of London, Koc University - College of Administrative Sciences and Economics and Paris School of Economics
Downloads 119 (243,409)
Citation 1

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ambiguity, ambiguity aversion, asset pricing, cross-sectional returns, earnings announcements, parameter uncertainty, portfolio choice, trading volume

4.

Book Reviews

The Economic Journal, Vol. 113, pp. F187-F211, 2003
Number of pages: 25 Posted: 11 Apr 2003
Sujoy Mukerji, Don J. Webber, Emanuela Sciubba, Leeat Yariv, Mary O'Mahony, Vania Sena, William A. Jackson, David Hadley, John Fender, Peter Wardley, M. J. Ellman, Nitasha Kaul, Betsey Price, Keith Tribe and Pedro A. Tamayo
Queen Mary University of London, University of the West of England (UWE) - School of Economics, University of London - Birkbeck College, Princeton University, National Institute of Economic and Social Research (NIESR), Independent, University of York (UK), University of Birmingham, University of Birmingham - Department of Economics, Universitat Pompeu Fabra, University of Amsterdam (UVA) - Amsterdam Business School, University of the West of England, Harvard University, University of Sussex - Department of History and Universidad Nacional de Educacion a Distancia (UNED)
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5.

Ambiguity Aversion and Incompleteness of Financial Markets

Review of Economic Studies
Posted: 21 Sep 2001
Sujoy Mukerji and Jean-Marc Tallon
Queen Mary University of London and Paris School of Economics

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Ambiguity aversion, incomplete markets, sub-optimal risk sharing.

6.

Ambiguity Aversion and Incompleteness of Contractual Form

American Economic Review
Posted: 15 May 1998
Sujoy Mukerji
Queen Mary University of London

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