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Vested interest and biased price estimates : evidence from an auction market
Mei, Jianping; Moses, Michael - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2409-2436
Persistent link: https://www.econbiz.de/10003159437
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Explaining and forecasting online auction prices and their dynamics using functional : data analysis
Wang, Shanshan; Jank, Wolfgang; Shmueli, Galit - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 144-160
Persistent link: https://www.econbiz.de/10003675614
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Real-Time Forecasts of Auction Prices
Penasse, Julien - 2020
This paper investigates the informational content of aggregate prices in the fine arts auction market. A Mixed Data … contained in the price of Sotheby's stock. Market sentiment variables such as trading volume have better explanatory power in …
Persistent link: https://www.econbiz.de/10012856506
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Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang; Liu, Wei Wei - In: Journal of forecasting 36 (2017) 2, pp. 156-164
Persistent link: https://www.econbiz.de/10011729130
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Individual expectations and aggregate behavior in learning to forecast experiments
Hommes, Cars (contributor); Lux, Thomas (contributor) - 2008
all stylized facts observed in aggregate price fluctuations and individual forecasting behaviour in recent learning to …
Persistent link: https://www.econbiz.de/10003777257
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Individual expectations and aggregate behavior in learning-to-forecast experiments
Hommes, Cars H.; Lux, Thomas - In: Macroeconomic dynamics 17 (2013) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10009754577
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Learning to forecast price
Kelly, Hugh; Friedman, Daniel - In: Economic inquiry : journal of the Western Economic … 40 (2002) 4, pp. 556-573
Persistent link: https://www.econbiz.de/10001705872
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Individual expectations and aggregate macro behavior
Assenza, Tiziana; Heemeijer, Peter; Hommes, Cars H.; … - 2013
Persistent link: https://www.econbiz.de/10010191431
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Individual expectations and aggregate macro behavior
Assenza, Tiziana; Heemeijer, Peter; Hommes, Cars H.; … - 2011
Persistent link: https://www.econbiz.de/10009151760
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Adaptive expectations versus rational expectations : evidence from the lab
Colasante, Annarita; Palestrini, Antonio; Russo, Alberto; … - In: International journal of forecasting 33 (2017) 4, pp. 988-1006
Persistent link: https://www.econbiz.de/10011746935