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This is the accepted version of the paper.This version of the publication may differ from the final published version. uncertainty is resolved prior to the start of trading, but rather continues to be resolved into the beginning of the after market. We term this type of uncertainty as ex-post value uncertainty and develop proxies for it. We find strong support for the existence of ex-post value uncertainty and find that including a proxy for it more than doubles the explanatory power of previous models. Permanent repository link

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