The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon
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More about this item
KeywordsOverreaction; Uncertainty; Panel Smooth Transition Regression;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-12-24 (All new papers)
- NEP-ENE-2014-12-24 (Energy Economics)
- NEP-MAC-2014-12-24 (Macroeconomics)
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