Search Results - subject:"Extrapolative expectations"

Hedge fund flows and performance streaks: How investors weigh information

Baquero, Guillermo; Verbeek, Marno - 2015

We examine the relative weights hedge fund investors attach to past information in the fund selection process. The weighting scheme appears inconsistent with econometric forecasting models that predict fund returns, alphas or Sharpe ratios. In particular, investor flows are highly sensitive to...

Persistent link: https://www.econbiz.de/10010471529

Hedge fund flows and performance streaks: How investors weigh information

Baquero, Guillermo; Verbeek, Marno - European School of Management and Technology (ESMT) - 2015

Persistent link: https://www.econbiz.de/10011129913

Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - 2015

Persistent link: https://www.econbiz.de/10010471775

Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model

Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46

Persistent link: https://www.econbiz.de/10012121226

Weather and the psychology of purchasing outdoor movie tickets

Buchheim, Lukas; Kolaska, Thomas - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3718-3738

Persistent link: https://www.econbiz.de/10011772747

Extrapolative expectations and capital flows during convergence

Cozzi, Guido; Davenport, Margaret - In: Journal of international economics 108 (2017), pp. 169-190

Persistent link: https://www.econbiz.de/10011753985

Should sophisticated expectations facilitate reaching equilibrium behavior?

Gao, Xing; Zhong, Weijun; Huang, Chao - In: Operations research letters 44 (2016) 6, pp. 812-817

Persistent link: https://www.econbiz.de/10011622400

Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations

Sordi, Serena; Vercelli, Alessandro - Dipartimento di Politica Economica, Finanza e Sviluppo … - 2010

complex dynamics, decision theory and behavioural economics. We show that widespread use of extrapolative expectations by …

Persistent link: https://www.econbiz.de/10009399123

Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations

Sordi, Serena; Vercelli, Alessandro - In: Journal of Economic Behavior & Organization 83 (2012) 3, pp. 544-557

complex dynamics, decision theory and behavioral economics. We show that widespread use of extrapolative expectations by …

Persistent link: https://www.econbiz.de/10010594581

Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations

Sordi, Serena; Vercelli, Alessandro - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 544-557

Persistent link: https://www.econbiz.de/10009698005