Bonetto, Federico; Cheriyan, Vinod; Kleywegt, Anton J. - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-41
forecasting future price changes, and the nature of their confidence when price changes are forecast, determine whether price …Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price … involving multiple investors who participated in a market for a virtual asset. Our goal is to study investors’ forecast …