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Higher-order beliefs among professional stock market forecasters : some first empirical tests
Rangvid, Jesper; Schmeling, Maik; Schrimpf, Andreas - 2009
forecaster's own forecast. This looks like herding. In our survey, forecasters do not herd for reputational reasons, however …. Instead of herding, we suggest that forecasters form higher-order expectations in the spirit of Keynes (1936). We find that …
Persistent link: https://www.econbiz.de/10003871361
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Stock market analysis : a review and taxonomy of prediction techniques
Shah, Dev; Isah, Haruna; Zulkernine, Farhana - In: International Journal of Financial Studies : open … 7 (2019) 2/26, pp. 1-22
Stock market prediction has always caught the attention of many analysts and researchers. Popular theories suggest that stock markets are essentially a random walk and it is a fool’s game to try and predict them. Predicting stock prices is a challenging problem in itself because of the number...
Persistent link: https://www.econbiz.de/10012038738
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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
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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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Heteroeneous forecasters and nonlinear expectation formation in US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US 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 as...
Persistent link: https://www.econbiz.de/10010479018
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Profitability of Oscillators Used in Technical Analysis for Financial Market
Naved, Mohd - 2015
This research paper aim to examine the profitability of various kinds of oscillator used in technical analysis on market index of NSE (National Stock Exchange) S&P CNX NIFTY 50 during 2004-2014. We have selected the most commonly used three oscillators i.e., Stochastic oscillator, RSI Oscillator...
Persistent link: https://www.econbiz.de/10013010826
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Technical Analysis of Indian Financial Market with the Help of Technical Indicators
Naved, Mohd - 2015
This study includes the description of indicators which can be used for technical analysis of Indian market Nifty stocks. The indicators which have been used in this study are Moving Averages, Moving Averages cross rules and Moving Averages Convergence/Divergence. Later this study also includes...
Persistent link: https://www.econbiz.de/10013025199
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Testing for Herding in the Athens Stock Exchange During the Crisis Period
Economou, Fotini - 2016
This paper investigates herding behavior in the Athens Stock Exchange focusing on the recent crisis period. To this end …. The empirical results indicate the presence of herding under different market states and sub-periods. These findings …
Persistent link: https://www.econbiz.de/10012998502
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Herding and Equity Market Liquidity : Evidence from Vietnam
Vo, Xuan Vinh - 2017
This paper focuses on investigating the relation between herding and liquidity in Vietnam stock market, an issue which … the data set to measure herding and liquidity, respectively. The finding indicates the presence of herd behavior in … Vietnam stock market during the period studied. Moreover, the results reveal significant evidence of herding asymmetry …
Persistent link: https://www.econbiz.de/10012947419
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Further Evidence on the Herd Behavior in Vietnam Stock Market
Vo, Xuan Vinh - 2017
Ho Chi Minh City Stock Exchange covering the time period 2005-2015. The study employs the herding measures proposed by … monthly frequency. The results indicate the evidence of herding over the whole period studied. Moreover, the results are …
Persistent link: https://www.econbiz.de/10012965843