Can competition between forecasters stabilize asset prices in learning to forecast experiments?
Year of publication: |
2019
|
---|---|
Authors: | Kopányi, Dávid ; Rabanal, Jean Paul ; Rud, Olga A. ; Tuinstra, Jan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 109.2019, p. 1-25
|
Subject: | Asset pricing | Expectation formation | Experimental finance | Learning to forecast | Market impact | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Erwartungsbildung | Theorie | Theory | Prognose | Forecast | Börsenkurs | Share price | CAPM | Experiment | Rationale Erwartung | Rational expectations |
-
Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H., (2019)
-
Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H., (2021)
-
Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model
Makarewicz, Tomasz, (2017)
- More ...
-
An endogenous-timing conflict game
Park, Youngseok, (2021)
-
The impact of ETFs in secondary asset markets : experimental evidence
Duffy, John, (2021)
-
Efficiency of dynamic portfolio choices : an experiment
Magnani, Jacopo, (2022)
- More ...