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Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model
Makarewicz, Tomasz - In: Computational economics 50 (2017) 2, pp. 231-279
Persistent link: https://www.econbiz.de/10011762381
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Evolutionary selection of forecasting and quantity decision rules in experimental asset markets
Zhu, Jiahua; Te, Bao; Chia, Wai-mun - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 363-404
Persistent link: https://www.econbiz.de/10012598362
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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
Frankel, Jeffrey A. - 1990
The paper presents new empirical results that elucidate the dynamics of the foreign exchange market. The first half of the paper is an updated study of the exchange rate expectations held by market participants, as reflected in responses to surveys, and contains the following conclusions. First,...
Persistent link: https://www.econbiz.de/10012475557
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Decision trees unearth return sign predictability in the S&P 500
Fiévet, Lucas; Sornette, Didier - In: Quantitative finance 18 (2018) 11, pp. 1797-1814
Persistent link: https://www.econbiz.de/10012261997
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10013424881
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A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio; Recchioni, Maria Cristina - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Testing predictability of stock returns under possible bubbles
Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
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Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, … - 2023
Persistent link: https://www.econbiz.de/10014287801
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The Log-Linear Return Approximation, Bubbles, and Predictability
Engsted, Tom - 2013
rational bubbles which have explosive conditional expectation, and we investigate the magnitude of the approximation error in … explosive bubbles. Only in very large samples do we find evidence that bubbles generate large approximation errors. Finally, we …
Persistent link: https://www.econbiz.de/10013094428