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Predictable biases in macroeconomic forecasts and their impact across asset classes
Félix, Luiz; Kräussl, Roman; Stork, Philip - 2018
responses across asset classes around US data announcements. We find that the skewness of the distribution of economic forecasts … is a strong predictor of economic surprises, suggesting that forecasters behave strategically (rational bias) and possess … private information. Our results also show that consensus forecasts of US macroeconomic releases embed anchoring. Under these …
Persistent link: https://www.econbiz.de/10011901258
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Acquirer's performance in hot and cold merger markets : evidence of mispricing
Hajbaba, Amirhossein; Donnelly, Ray - In: Review of accounting & finance 12 (2013) 3, pp. 204-225
Persistent link: https://www.econbiz.de/10009788095
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Absolute stock returns and trading volumes : psychological insights
Kudryavtsev, Andrey - In: Quantitative finance and economics 1 (2017) 2, pp. 186-204
Persistent link: https://www.econbiz.de/10012137769
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Ex-day returns of stock distributions : an anchoring explanation
Chang, Eric Chieh; Lin, Tse-Chun; Luo, Yan; Ren, Jinjuan - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1076-1095
Persistent link: https://www.econbiz.de/10012013546
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Investor overreaction to analyst reference points
Michel, Jean-Sébastien - In: The journal of behavioral finance : a publication of … 18 (2017) 3, pp. 329-343
Persistent link: https://www.econbiz.de/10012029758
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Security analysts' target prices and takeover premiums
Gerritsen, Dirk F. - In: Finance research letters 13 (2015), pp. 205-213
Persistent link: https://www.econbiz.de/10011552515
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Are Hungarian investors reluctant to realize their losses?
Ormos, Mihály; Joó, István - In: Economic modelling 40 (2014), pp. 52-58
Persistent link: https://www.econbiz.de/10010425737
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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An investigation of investors’ estimates of returns earned and the effect of anchoring on these estimations
Dowie, G; Willows, G. - In: South African journal of accounting research 30 (2016) 1/2, pp. 29-40
Persistent link: https://www.econbiz.de/10011688822
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Dynamic time series momentum of cryptocurrencies
Borgards, Oliver - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822211