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How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Quantitative finance 18 (2018) 1, pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
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Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu; Zhu, Hongquan - In: China finance review international 5 (2015) 4, pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
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Investors' reactions to analysts' forecast revisions and information uncertainty : evidence of stock price drift
Hou, Tony Chieh-tse; Hung, Weifeng; Gao, Simon S. - In: Journal of accounting, auditing & finance 29 (2014) 3, pp. 238-259
Persistent link: https://www.econbiz.de/10010383843
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Does uncertainty boost overconfidence? : the case of financial analysts' forecasts
Bessière, Véronique; Elkemali, Taoufik - In: Managerial finance 40 (2014) 3, pp. 300-324
Persistent link: https://www.econbiz.de/10010256727
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Overconfident Investors, Predictable Returns, and Excessive Trading
Daniel, Kent D. - 2016
Individuals and asset managers trade aggressively, resulting in high volume in asset markets, even when such trading results in high risk and low net returns. Asset prices display patterns of predictability that are difficult to reconcile with rational expectations–based theories of price...
Persistent link: https://www.econbiz.de/10012999987
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Overconfident Investors, Predictable Returns, and Excessive Trading
Daniel, Kent D. - 2016
Individuals and asset managers trade aggressively, resulting in high volume in asset markets, even when such trading results in high risk and low net returns. Asset prices display patterns of predictability that are difficult to reconcile with rational expectations – based theories of price...
Persistent link: https://www.econbiz.de/10013000624
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How Market Sentiment Drives Forecasts of Stock Returns
Frydman, Roman - 2020
We reveal a novel channel through which market participants' sentiment influences how they forecast stock returns …
Persistent link: https://www.econbiz.de/10012834037
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Do Investors Fully Unravel Persistent Pessimism in Analysts’ Earnings Forecasts?
Veenman, David - 2018
' earnings forecasts. We show that measures of prior consensus and individual analyst forecast pessimism are predictive of both … with a relatively high probability of forecast pessimism experience significantly higher announcement returns than those … difficulty investors have in identifying differences in expected forecast pessimism. Overall, we conclude that market prices do …
Persistent link: https://www.econbiz.de/10012937538
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Investor Sentiment and Forecasting Ability : Evidence from COT Reports in Precious Metal Futures Markets
Zhang, Yang - 2017
Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...
Persistent link: https://www.econbiz.de/10012973584