Scale Dependence of Overconfidence in Stock Market Volatility Forecasts
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- Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2008. "Scale dependence of overconfidence in stock market volatility forecasts," Papers 08-22, Sonderforschungsbreich 504.
References listed on IDEAS
- Du, Ning & Budescu, David V., 2007. "Does past volatility affect investors' price forecasts and confidence judgements?," International Journal of Forecasting, Elsevier, vol. 23(3), pages 497-511.
- Glaser, Markus & Langer, Thomas & Weber, Martin, 2005.
"Overconfidence of professionals and lay men : individual differences within and between tasks?,"
05-25, Sonderforschungsbreich 504.
- Glaser, Markus & Langer, Thomas & Weber, Martin, 2005. "Overconfidence of Professionals and Lay Men: Individual Differences Within and Between Tasks?," Sonderforschungsbereich 504 Publications 05-25, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek, 2006. "Judgmental forecasting: A review of progress over the last 25 years," International Journal of Forecasting, Elsevier, vol. 22(3), pages 493-518.
- Donald L. Keefer & Samuel E. Bodily, 1983. "Three-Point Approximations for Continuous Random Variables," Management Science, INFORMS, vol. 29(5), pages 595-609, May.
More about this item
- G1 - Financial Economics - - General Financial Markets
- C9 - Mathematical and Quantitative Methods - - Design of Experiments
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
- NEP-CBE-2009-05-16 (Cognitive & Behavioural Economics)
- NEP-FOR-2009-05-16 (Forecasting)
- NEP-NEU-2009-05-16 (Neuroeconomics)
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