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Price dynamics and trader overconfidence
Ahrens, Steffen; Bosch-Rosa, Ciril; Roulund, Rasmus Pank - 2019
Overconfidence is one of the most important biases in financial markets and commonly associated with excessive trading and asset market bubbles. So far, most of the finance literature takes overconfidence as a given, "static" personality trait. In this paper we introduce a novel experimental...
Persistent link: https://www.econbiz.de/10012034133
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Price Dynamics and Consumption Smoothing in Experimental Asset Markets
Halim, Edward - 2016
We report the results of an experiment designed to study the determinants of asset price movement and consumption …
Persistent link: https://www.econbiz.de/10012990999
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Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao; Corgnet, Brice; Hanaki, Nobuyuki; Riyanto, … - 2022
prices. Subjects in our experiment predict both random walk times series, as in the seminal work by Bloomfield & Hales (2002 … measures of predictability. However, as random walk theory predicts, relying on apparent patterns in past data does not improve …
Persistent link: https://www.econbiz.de/10013285949
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The relationship between stock market development and macroeconomic fundamentals in the Visegrad Group
Pražák, Tomáš; Stavárek, Daniel - In: Comparative economic research : Central and Eastern Europe 20 (2017) 3, pp. 5-23
prices. The long-term causality, tested using the Johansen cointegration test, and the short-run dynamics between the … variables, examined using the VECM model, are explored using quarterly data from the 2005-2014 period. The short-term causality …
Persistent link: https://www.econbiz.de/10011875359
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Asset Pricing with Ambiguous Signals : An Experiment
Bao, Te - 2020
asset in experimental financial markets. In line with the theory of Epstein and Schneider (2008) we find that subjects …
Persistent link: https://www.econbiz.de/10012835148
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Understanding the impact of changes in consumer confidence on hotel stock performance in Taiwan
Chen, Ming-Hsiang - In: International journal of hospitality management 50 (2015), pp. 55-65
Persistent link: https://www.econbiz.de/10011387963
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Institutional shocks and economic outcomes : Allende's election, Pinochet's coup and the Santiago stock market
Girardi, Daniele; Bowles, Samuel - 2017
variation in policies and institutions, providing a rare natural experiment. Allende’s election and subsequent socialist … experiment decreased share values, while the military coup and dictatorship that replaced him boosted them, in both cases by …
Persistent link: https://www.econbiz.de/10011755991
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Interlinkages between equity markets of select A5 countries and US
Kalsie, Anjala - In: Focus : journal of international business 1 (2014) 2, pp. 55-69
Persistent link: https://www.econbiz.de/10010502061
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Time-varying pattern causality inference in global stock markets
Wu, Tao; Gao, Xiangyun; An, Sufang; Liu, Siyao - In: International review of financial analysis 77 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012805872
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Dynamic price-volume causality in the American housing market : a signal of market conditions
Tsai, I-Chun - In: The North American journal of economics and finance : a … 48 (2019), pp. 385-400
Persistent link: https://www.econbiz.de/10012120272