Search Results - subject:"interval effect"

A systematic review of the main anomalies in intertemporal choice

Cruz Rambaud, Salvador; Ortiz Fernández, Piedad; Parra … - In: Journal of behavioral and experimental economics 104 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014335660

Time discounting: Declining impatience and interval effect

Kinari, Yusuke; Ohtake, Fumio; Tsutsui, Yoshiro - 2007

impatience. This implies that people make dynamically inconsistent plans. We also found the interval effect that the per …

Persistent link: https://www.econbiz.de/10010332347

Heteroscedasticity and interval effects in estimating beta: UK evidence

Armitage, Seth; Brzeszczynski, Janusz - In: Applied Financial Economics 21 (2011) 20, pp. 1525-1538

The article compares beta estimates obtained from Ordinary Least Squares (OLS) regression with estimates corrected for heteroscedasticity of the error term using Autoregressive Conditional Heteroscedasticity (ARCH) models, for 145 UK shares. The differences are mainly less than 0.10, for betas...

Persistent link: https://www.econbiz.de/10009278647

The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market

Janusz BrzeszczyÅÂ„ski; Gajdka, Jerzy; Schabek, Tomasz - In: Emerging Markets Finance and Trade 47 (2011) 1, pp. 28-49

In this paper, we present empirical evidence about the "interval effect" in estimation of beta parameters for stocks …

Persistent link: https://www.econbiz.de/10009353248

The role of stock and trading intensity in the Magnitude of the interval effect in beta estimation : empirical evidence from Polish capital market

Brzeszczyński, Janusz; Gajdka, Jerzy; Schabek, Tomasz - In: Emerging markets finance & trade : a journal of the … 47 (2011) 1, pp. 28-49

Persistent link: https://www.econbiz.de/10009299108

Time discounting: Declining impatience and interval effect

Kinari, Yusuke; Ohtake, Fumio; Tsutsui, Yoshiro - In: Journal of Risk and Uncertainty 39 (2009) 1, pp. 87-112

Persistent link: https://www.econbiz.de/10005005569