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FORECASTING: EXPECTATIONS, INTENTIONS, AND CONFIDENCE

Rothschild, David Michael - 2011

All three articles in my dissertation gather information from individuals, analyze it, and aggregate that information into forecasts of upcoming events. The motivation is to make forecasts more efficient (accurate and timely), more versatile (provide the most useful information for each...

Persistent link: https://www.econbiz.de/10009438764

Biases in Individual Forecasts: Experimental Evidence

Ackert, Lucy; Church, Bryan K.; Ely, Kristen - 2008

Trueman [1994] provides a model of forecasting behavior in which analysts do not always make forecasts that are … sessions to investigate individual forecasting behavior. In each session, four individuals predict earnings based on possibly … divergent information. We manipulate forecast ability so that two individuals are strong analysts and two are weak. In three …

Persistent link: https://www.econbiz.de/10009459094

Information Procurement and Delivery: Robustness in Prediction Markets and Network Routing.

Dimitrov, Stanko B. - 2010

In this dissertation we address current problems in information procurement and delivery. Uncertainty commonly reduces the efficacy of information procurement systems, such as prediction markets, and information delivery systems, such as Internet backbone networks. We address the problems of...

Persistent link: https://www.econbiz.de/10009477417

Derivative markets and economic growth: Is there a relationship?

Baluch, A.; Ariff, Mohamed - 2007

. Derivative markets spread globally in the last quarter century spreading form just two to some 50 in 2007. But the role of … derivative markets to economic development has yet been studied. This paper reports new findings on the relationship between … derivative market development and (a) economic growth and (b) spot market factors. The results provide very scant support to a …

Persistent link: https://www.econbiz.de/10009441773

The taxation consequences of futures in Australia

Markovic, Martin - 1990

Australian futures markets have experienced unprecedented growth in the past few years. The taxation implications for the majority of futures market participants who are traders are relatively straightforward. However, the taxation implications for non-traders are far from straightforward. This...

Persistent link: https://www.econbiz.de/10009441815

Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis

Armah, Stephen E. - 2008

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded conflicting results. Using a longer series that includes the most recent cash and futures data, the existence of a time-varying risk premium in the cocoa futures market is...

Persistent link: https://www.econbiz.de/10009443197

Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts

Daal, Elton; Farhat, Joseph Basheer; Wei, Peihwang P. - 2004

In a seminal article, Samuelson (1965) proposes the maturity effect that volatility of futures prices should increase as futures contract approaches maturity. This study provides new evidence on the maturity effect by examining a more extensive set of futures contracts than previous studies and...

Persistent link: https://www.econbiz.de/10009468580

Does Futures Price Volatility Differ Across Delivery Horizon?

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - 2009

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...

Persistent link: https://www.econbiz.de/10009446386

Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Power, Gabriel J.; Robinson, John R.C. - 2009

changed during or since thecommodity bull cycle? (3) How well do the data support a theory of storage model using theconcept …

Persistent link: https://www.econbiz.de/10009446392

Analyzing Relationships Between Cash and Futures Dairy Markets Using Partially Overlapping Time Series

Bozic, Marin; Fortenbery, T. Randall - 2010

Replaced with revised version of paper 02/10/10.

Persistent link: https://www.econbiz.de/10009446530

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