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Return Predictability of Prospect Theory : Evidence from the Thailand Stock Market
Chen, Xi; Wang, Junbo; Zhong, Xiaoling - 2023
Using Thailand stock market data, we find that prospect theory has strong predictive power for returns in the Thailand stock market. This predictive power is strengthened during crises and bear and bull markets. The loss aversion component is the main contributor to the increased predictive...
Persistent link: https://www.econbiz.de/10014355690
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A choice prediction competition : choices from experience and from description
Erev, Ido; Ert, Eyal; Roth, Alvin E.; Haruvy, Ernan; … - In: Journal of behavioral decision making 23 (2010) 1, pp. 15-47
Persistent link: https://www.econbiz.de/10015141682
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Animal spirits : the effect of economic expectations on economic output
Bafumi, Joseph - In: Applied economics 43 (2011) 25/27, pp. 3573-3589
Persistent link: https://www.econbiz.de/10009380701
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Modeling and forecasting asset volatility
Bekierman, Jeremias - 2017
Persistent link: https://www.econbiz.de/10011861477
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The UK consumption function and structural instability : improving forecasting performance using a time-varying parameter approach
Song, Haiyan - In: Applied economics 30 (1998) 7, pp. 975-983
Persistent link: https://www.econbiz.de/10001244727
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Using the permanent income hypothesis for forecasting
Ireland, Peter N. - In: Economic quarterly 81 (1995) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10001178100
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Consumer credit and consumption forecasts
Antzulatos, Angelos A. - In: International journal of forecasting 12 (1996) 4, pp. 439-453
Persistent link: https://www.econbiz.de/10001214773
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Poverty and permanent income : a methodology for cross-section data
Abul Naga, Ramses H.; Bolzani, Enrico - 2000
Persistent link: https://www.econbiz.de/10001561280
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Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany
Antzulatos, Angelos A. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001756414
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Predictable life-cycle shocks, income risk and consumption inequality
Primiceri, Giorgio E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003281690