Can competition between forecasters stabilize asset prices in learning to forecast experiments?

DOI10.1016/J.JEDC.2019.103770zbMath1425.91179OpenAlexW2976535268WikidataQ127219631 ScholiaQ127219631MaRDI QIDQ2007857

Jean Paul Rabanal, Jan Tuinstra, Dávid Kopányi, Olga A. Rud

Publication date: 22 November 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103770

zbMATH Keywords

asset pricingmarket impactexpectation formationexperimental financelearning to forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Experimental studies (91A90)

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Uses Software

• ORSEE

Cites Work

• Individual expectations, limited rationality and aggregate outcomes
• Expectationally driven market volatility: An experimental study
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Bubble measures in experimental asset markets
• Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
• When speculators meet suppliers: positive versus negative feedback in experimental housing markets
• Evolutionary Games in Economics
• A Rational Route to Randomness
• Financial markets as nonlinear adaptive evolutionary systems
• Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns*
• LEARNING IN COBWEB EXPERIMENTS
• Unnamed Item

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