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The Equity Premium and the One Percent
Toda, Alexis Akira - 2020
more stocks than do the poor, inequality should predict subsequent excess stock market returns. Consistent with our theory …
Persistent link: https://www.econbiz.de/10012856748
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The equity premium and the one percent
Akira Toda, Alexis; Walsh, Kieran - In: The review of financial studies 33 (2020) 8, pp. 3583-3623
Persistent link: https://www.econbiz.de/10012249745
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To share or not to share : demand forecast sharing in a distribution channel
Jiang, Baojun; Tian, Lin; Xu, Yifan; Zhang, Fuqiang - In: Marketing science : the marketing journal of the … 35 (2016) 5, pp. 800-809
Persistent link: https://www.econbiz.de/10011584724
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Learning to forecast, risk aversion, and microstructural aspects of financial stability
Biondo, Alessio Emanuele - 2017
This paper presents a simulative model of a financial market, based on a fully operating order book with limit and market orders. The heterogeneity of traders is characterized not only with regards to their trading rules, but also by introducing a behavioral individual risk aversion and a...
Persistent link: https://www.econbiz.de/10011755685
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Learning to forecast, risk aversion, and microstructural aspects of financial stability
Biondo, Alessio Emanuele - 2018
This paper presents a simulative model of a financial market, based on a fully operating order book with limit and market orders. The heterogeneity of traders is characterized not only with regards to their trading rules, but also by introducing a behavioral individual risk aversion and a...
Persistent link: https://www.econbiz.de/10011824135
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Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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A prior predictive analysis of the effects of Loss Aversion/Narrow Framing in a macroeconomic model for asset pricing
Chen, Yuanyuan Catherine - In: The B.E. journal of macroeconomics 13 (2013) 1, pp. 581-607
Persistent link: https://www.econbiz.de/10010228632
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Asymmetry, loss aversion and forecasting
Bond, Shaun A.; Satchell, Stephen - In: The journal of business : B 79 (2006) 4, pp. 1809-1830
Persistent link: https://www.econbiz.de/10003378430
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Subsidized prediction markets for risk averse traders
Dimitrov, Stanko; Sami, Rahul; Epelman, Marina - In: Internet and network economics : 5th international …, (pp. 491-497). 2009
Persistent link: https://www.econbiz.de/10003928384
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Risk averse retail pricing with robust demand forecasting
Ferrer, Juan-Carlos; Oyarzún, Diego; Vera, Jorge - In: International journal of production economics 136 (2012) 1, pp. 151-160
Persistent link: https://www.econbiz.de/10009503669