How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Year of publication: |
January 2018
|
---|---|
Authors: | Guidolin, Massimo ; Orlov, Alexei G. ; Pedio, Manuela |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 1, p. 139-169
|
Subject: | Predictive regressions | Forecasting | Behavioural finance | Heuristics | Investor attention | Information demand | Google search volume index | Web-search-based forecasts | Prognoseverfahren | Forecasting model | Anlageverhalten | Prognose | Forecast | Kapitaleinkommen | Capital income | Heuristik | USA | United States | Informationsverhalten | Information behaviour |
-
Can investor attention predict oil prices?
Han, Liyan, (2017)
-
Forecasting the stock returns of Chinese oil companies : can investor attention help?
Zhang, Yue-jun, (2021)
-
Information demand and stock return predictability
Chronopoulos, Dimitris K., (2018)
- More ...
-
Guidolin, Massimo, (2017)
-
Guidolin, Massimo, (2016)
-
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo, (2015)
- More ...