Investor Sentiments
研究了一类常用于建模经济问题的博弈，其中玩家情绪被认为很重要。去掉了共同先验假设，识别了与策略行为相关的情绪概念，并证明即使不确定性消失，情绪对策略结果也有深远影响。
We consider a general class of games that have been used to model many economic problems where players' sentiments are believed to play an important role. Dropping the common prior assumption, we identify the relevant notion of sentiments for strategic behavior in these games. This notion is tied to how likely a player thinks that some other player has a more optimistic outlook than himself when they obtain their private information. Under this notion, we show that sentiments have a profound effect on strategic outcomes—even with vanishing uncertainty.