Predicting the unpredictable: new experimental evidence on forecasting random walks
We investigate how individuals use measures of apparent predictability from price charts to predict future market prices. Subjects in our experiment predict both random walk times series, as in the seminal work by Bloomfield and Hales (2002) (BH), and stock price time series. We successfully replica...
Main Authors: | Bao, Te, Corgnet, Brice, Hanaki, Nobuyuki, Riyanto, Yohanes E., Zhu, Jiahua |
---|---|
Other Authors: | School of Social Sciences |
Format: | Journal Article |
Language: | English |
Published: |
2023
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/172196 |
Similar Items
-
Costly information acquisition, social networks, and asset prices : experimental evidence
by: Halim, Edward, et al.
Published: (2020) -
Gender and bubbles in experimental markets with positive and negative expectation feedback
by: Lu, Zhou, et al.
Published: (2022) -
Continuous time production economies under incomplete information I : a separation theorem
by: Gennotte, Gerard
Published: (2009) -
Salience effect and yield curve
by: Hu, Zhihao, et al.
Published: (2024) -
An Equilibrium Model of Rare Event Premia
by: Liu, Jun, et al.
Published: (2002)