Can competition between forecasters stabilize asset prices in learning to forecast experiments?
Year of publication: |
2019
|
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Authors: | Kopányi, Dávid ; Rabanal, Jean Paul ; Rud, Olga A. ; Tuinstra, Jan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 109.2019, p. 1-25
|
Subject: | Asset pricing | Expectation formation | Experimental finance | Learning to forecast | Market impact | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Erwartungsbildung | Theorie | Theory | Prognose | Forecast | Börsenkurs | Share price | CAPM | Experiment | Rationale Erwartung | Rational expectations |
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