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The effect of experts' and laypeople's forecasts on others' stock market forecasts

Huber, Christoph; Huber, Jürgen; Hueber, Laura - In: Essays in experimental economics : decisions, beliefs, …, (pp. 17-38, 136-149). 2020

signals; all subject groups expect lower forecast errors for financial professionals than for laypeople, hence I also find …

Persistent link: https://www.econbiz.de/10012495380

The effect of experts' and laypeople's forecasts on others' stock market forecasts

Huber, Christoph; Huber, Jürgen; Hueber, Laura - In: Journal of banking & finance 109 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012224958

Forecasts of the managed futures market : an empirical analysis

Sokołowska, Ewelina - In: Applied economics 48 (2016) 37/39, pp. 3723-3733

Persistent link: https://www.econbiz.de/10011621163

Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns

Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018

"Asymmetric Dependence (hereafter, AD) is usually thought of as a cross-sectional phenomenon. Andrew Patton describes AD as "stock returns appear to be more highly correlated during market downturns than during market upturns." (Patton, 2004) Thus at a point in time when the market return is...

Persistent link: https://www.econbiz.de/10011761934

Asymetric Dependence in Finance : Diversification, Correlation and Portfolio Management in Market Downturns

Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018

Cover -- Title Page -- Copyright -- Contents -- About the Editors -- Introduction -- Chapter 1: Disappointment Aversion, Asset Pricing and Measuring Asymmetric Dependence -- 1.1 Introduction -- 1.2 From Skiadas Preferences to Asset Prices -- 1.3 Consistently Measuring Asymmetric Dependence --...