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Detecting Regime Shifts: The Causes of Under- and Overreaction

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  1. Paul J. H. Schoemaker, 2021. "Macro worlds and micro predictions: A commentary on Lustick and Tetlock 2021," Futures & Foresight Science, John Wiley & Sons, vol. 3(2), June.
  2. Lim, Lewis K.S., 2013. "Mapping competitive prediction capability: Construct conceptualization and performance payoffs," Journal of Business Research, Elsevier, vol. 66(9), pages 1576-1586.
  3. Markus M. Möbius & Muriel Niederle & Paul Niehaus & Tanya S. Rosenblat, 2022. "Managing Self-Confidence: Theory and Experimental Evidence," Management Science, INFORMS, vol. 68(11), pages 7793-7817, November.
  4. Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," International Journal of Forecasting, Elsevier, vol. 38(1), pages 97-116.
  5. Timo Henckel & Gordon D. Menzies & Peter G. Moffatt & Daniel J. Zizzo, 2022. "Belief adjustment: a double hurdle model and experimental evidence," Experimental Economics, Springer;Economic Science Association, vol. 25(1), pages 26-67, February.
  6. Jerker Denrell & Christina Fang, 2010. "Predicting the Next Big Thing: Success as a Signal of Poor Judgment," Management Science, INFORMS, vol. 56(10), pages 1653-1667, October.
  7. Escobari, Diego & Sharma, Shahil, 2020. "Explaining the nonlinear response of stock markets to oil price shocks," Energy, Elsevier, vol. 213(C).
  8. Mohrschladt, Hannes & Langer, Thomas, 2020. "Biased information weight processing in stock markets," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 89-106.
  9. Mills, Brian M. & Salaga, Steven, 2018. "A natural experiment for efficient markets: Information quality and influential agents," Journal of Financial Markets, Elsevier, vol. 40(C), pages 23-39.
  10. Yang, Fanzheng, 2013. "Using laboratory experiments to study otherwise unobservable labor market interactions," ISU General Staff Papers 201301010800004100, Iowa State University, Department of Economics.
  11. Atanasov, Pavel & Witkowski, Jens & Ungar, Lyle & Mellers, Barbara & Tetlock, Philip, 2020. "Small steps to accuracy: Incremental belief updaters are better forecasters," Organizational Behavior and Human Decision Processes, Elsevier, vol. 160(C), pages 19-35.
  12. Yaakov Kareev, 2012. "Advantages of Cognitive Limitations," Discussion Paper Series dp611, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  13. Matej Lorko & Maroš Servátka & Le Zhang, 2021. "Improving the Accuracy of Project Schedules," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1633-1646, June.
  14. Thomas Graeber & Shakked Noy & Christopher Roth, 2024. "Lost in Transmission," ECONtribute Discussion Papers Series 272, University of Bonn and University of Cologne, Germany.
  15. Scott DuHadway & Steven Carnovale & Vijay R. Kannan, 2018. "Organizational Communication and Individual Behavior: Implications for Supply Chain Risk Management," Journal of Supply Chain Management, Institute for Supply Management, vol. 54(4), pages 3-19, October.
  16. Markus Glaser & Thomas Langer & Martin Weber, 2007. "On the Trend Recognition and Forecasting Ability of Professional Traders," Decision Analysis, INFORMS, vol. 4(4), pages 176-193, December.
  17. Othon M. Moreno & Yaroslav Rosokha, 2016. "Learning under compound risk vs. learning under ambiguity – an experiment," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 137-162, December.
  18. Shi, Haijiao & Chen, Rong & Xu, Xiaobing, 2021. "How reward uncertainty influences subsequent donations: The role of mental accounting," Journal of Business Research, Elsevier, vol. 132(C), pages 383-391.
  19. Cary Frydman & Gideon Nave, 2017. "Extrapolative Beliefs in Perceptual and Economic Decisions: Evidence of a Common Mechanism," Management Science, INFORMS, vol. 63(7), pages 2340-2352, July.
  20. Ambuehl, Sandro & Li, Shengwu, 2018. "Belief updating and the demand for information," Games and Economic Behavior, Elsevier, vol. 109(C), pages 21-39.
  21. Daniel C. Feiler & Jordan D. Tong & Richard P. Larrick, 2013. "Biased Judgment in Censored Environments," Management Science, INFORMS, vol. 59(3), pages 573-591, January.
  22. Yael Grushka-Cockayne & Victor Richmond R. Jose & Kenneth C. Lichtendahl Jr., 2017. "Ensembles of Overfit and Overconfident Forecasts," Management Science, INFORMS, vol. 63(4), pages 1110-1130, April.
  23. Bonye, Samuel Z. & Alfred, Kpieta B. & Jasaw, Godfred Seidu, 2012. "Promoting Community-Based Extension Agents as an Alternative Approach to Formal Agricultural Extension Service Delivery in Northern Ghana," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society (AESS), vol. 2(01), pages 1-21, March.
  24. Nils Rudi & David Drake, 2014. "Observation Bias: The Impact of Demand Censoring on Newsvendor Level and Adjustment Behavior," Management Science, INFORMS, vol. 60(5), pages 1334-1345, May.
  25. Mel W Khaw & Luminita Stevens & Michael Woodford, 2021. "Individual differences in the perception of probability," PLOS Computational Biology, Public Library of Science, vol. 17(4), pages 1-25, April.
  26. Vasiliki Chatzikonstanti & Michail Karoglou, 2022. "Can black swans be tamed with a flexible mean‐variance specification?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3202-3227, July.
  27. Wolfgang Ketter & John Collins & Maria Gini & Alok Gupta & Paul Schrater, 2012. "Real-Time Tactical and Strategic Sales Management for Intelligent Agents Guided by Economic Regimes," Information Systems Research, INFORMS, vol. 23(4), pages 1263-1283, December.
  28. Gabe de Bondt, 2012. "Nowcasting: Trust the Purchasing Managers’ Index or wait for the flash GDP estimate?," EcoMod2012 3896, EcoMod.
  29. Cuimin Ba, 2021. "Robust Misspecified Models and Paradigm Shifts," Papers 2106.12727, arXiv.org, revised Aug 2023.
  30. Robert J. Batt & Jordan D. Tong, 2020. "Mean Service Metrics: Biased Quality Judgment and the Customer–Server Quality Gap," Manufacturing & Service Operations Management, INFORMS, vol. 22(5), pages 975-995, September.
  31. Thomson, Mary E. & Pollock, Andrew C. & Gönül, M. Sinan & Önkal, Dilek, 2013. "Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 337-353.
  32. Daniel F. Stone & Jeremy Arkes, 2018. "March Madness? Underreaction To Hot And Cold Hands In Ncaa Basketball," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1724-1747, July.
  33. Elena Asparouhova & Michael Hertzel & Michael Lemmon, 2009. "Inference from Streaks in Random Outcomes: Experimental Evidence on Beliefs in Regime Shifting and the Law of Small Numbers," Management Science, INFORMS, vol. 55(11), pages 1766-1782, November.
  34. Te Bao & John Duffy, 2021. "Signal extraction: experimental evidence," Theory and Decision, Springer, vol. 90(2), pages 219-232, March.
  35. Timo Henckel & Gordon Menzies & Peter Moffat & Daniel J. Zizzo, 2017. "Sticky Belief Adjustment: A Double Hurdle Model and Experimental Evidence," Working Paper Series 40, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  36. Joshua B. Miller & Adam Sanjurjo, 2014. "A Cold Shower for the Hot Hand Fallacy," Working Papers 518, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  37. Nils Rudi & David Drake, 2009. "Observation bias: The impact of demand censoring on newsvendor level and adjustment behavior," Harvard Business School Working Papers 12-042, Harvard Business School, revised Dec 2011.
  38. Lyle A. Brenner & Dale W. Griffin & Derek J. Koehler, 2012. "A Case-Based Model of Probability and Pricing Judgments: Biases in Buying and Selling Uncertainty," Management Science, INFORMS, vol. 58(1), pages 159-178, January.
  39. Robin L. Dillon & Catherine H. Tinsley, 2008. "How Near-Misses Influence Decision Making Under Risk: A Missed Opportunity for Learning," Management Science, INFORMS, vol. 54(8), pages 1425-1440, August.
  40. Lennart Erixon & Louise Johannesson, 2015. "Is the psychology of high profits detrimental to industrial renewal? Experimental evidence for the theory of transformation pressure," Journal of Evolutionary Economics, Springer, vol. 25(2), pages 475-511, April.
  41. David V. Budescu & Hsiu-Ting Yu, 2006. "To Bayes or Not to Bayes? A Comparison of Two Classes of Models of Information Aggregation," Decision Analysis, INFORMS, vol. 3(3), pages 145-162, September.
  42. Mirko Kremer & Brent Moritz & Enno Siemsen, 2011. "Demand Forecasting Behavior: System Neglect and Change Detection," Management Science, INFORMS, vol. 57(10), pages 1827-1843, October.
  43. Seeve, Teemu & Vilkkumaa, Eeva, 2022. "Identifying and visualizing a diverse set of plausible scenarios for strategic planning," European Journal of Operational Research, Elsevier, vol. 298(2), pages 596-610.
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