Behavioral uncertainty and the dynamics of traders' confidence in their price forecasts

DOI10.1016/J.JEDC.2018.01.020zbMath1401.91059OpenAlexW2735915979MaRDI QIDQ1657209

Eizo Akiyama, Nobuyuki Hanaki, Ryuichiro Ishikawa

Publication date: 13 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.020

zbMATH Keywords

experimental asset marketsbehavioral uncertaintyinterval elicitationprice forecasts

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

The impact of interest rate policy on individual expectations and asset bubbles in experimental markets

Uses Software

• Z-Tree

Cites Work

• Simultaneous over- and underconfidence: Evidence from experimental asset markets
• Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
• How do experienced traders respond to inflows of inexperienced traders? An experimental analysis
• Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
• Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market

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