Similar Search Results

Beliefs and decision making in asset markets : three essays in experimental economics

Lahav, Yaron - 2007

Persistent link: https://www.econbiz.de/10009693857

Can competition between forecasters stabilize asset prices in learning to forecast experiments?

Kopányi, Dávid; Rabanal, Jean Paul; Rud, Olga A.; … - In: Journal of economic dynamics & control 109 (2019), pp. 1-25

Persistent link: https://www.econbiz.de/10012314007

Equity return predictability, time varying volatility and learning about the permanence of shocks

Tortorice, Daniel L. - 2014

Persistent link: https://www.econbiz.de/10010505317

Equity return predictability, time varying volatility and learning about the permanence of shocks

Tortorice, Daniel L. - In: Journal of economic behavior & organization : JEBO 148 (2018), pp. 315-343

Persistent link: https://www.econbiz.de/10011985992

The role of investor sentiment and market belief in forecasting v-shaped disposition effect : evidence from a Bayesian learning process with DSSW model

Bouteska, Ahmed; Hassan, M. Kabir; Gider, Zeynullah; … - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492087

Irrational fads, short-term memory emulation, and asset predictability

Bekiros, Stelios D. - In: Review of financial economics : RFE 22 (2013) 4, pp. 213-219

Persistent link: https://www.econbiz.de/10010442724

Extreme learning with chemical reaction optimization for stock volatility prediction

Nayak, Sarat; Mishra, Bijan Bihari - In: Financial innovation : FIN 6 (2020) 16, pp. 1-23

network without compromising prediction accuracy. We evaluate its performance by predicting the daily volatility and closing …

Persistent link: https://www.econbiz.de/10012268745

What Drives the Expected Return on a Stock : Short-Run or Long-Run Risk?

Dorion, Christian - 2020

volatility, but remains similar across levels of default risk and systematic volatility. These findings contribute to …

Persistent link: https://www.econbiz.de/10012852955

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Persistent link: https://www.econbiz.de/10012404647