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On the Efficiency of Meme Stocks
Aloosh, Arash; Choi, Hyung-Eun; Ouzan, Samuel - 2021
impact on information efficiency. We construct two meme stock indices based on stocks whose purchase the Robinhood app … restricted during the GameStop episode. We provide evidence of meme stock market efficiency. Our results indicate, perhaps … efficiency …
Persistent link: https://www.econbiz.de/10013227662
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Tests of the rationality of price forecasts in the stock market : a variable intercept model approach
Jurn, Iksu - 1991
Persistent link: https://www.econbiz.de/10000848691
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Predictive disequilibria and the short run dynamics of asset prices
Bowden, Roger J. - In: Australian journal of management 15 (1990) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10001119098
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Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019
We experimentally investigate how price expectations are formed in a large asset market where subjects' only task is to forecast the future price of a risky asset. The realized prices depend on these expectations. We observe small (6 participants) and large markets (about 100 participants). In...
Persistent link: https://www.econbiz.de/10011979625
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Robust-H ∞ forecasting and asset pricing anomalies
Tornell, Aaron (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611347
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Robust-H-infinity forecasting and asset pricing anomalies
Tornell, Aaron - 2000
Persistent link: https://www.econbiz.de/10001488085
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Finanzprognosen versus Random-Walk-Theorie : Perspektiven eines nichtlinearen Kapitalmarktmodells
Kipp, Andreas - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001724785
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010407532
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010384168