Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns*

DOI10.1093/ROF/RFM008zbMath1141.91441OpenAlexW3122291245MaRDI QIDQ5430119

Jens Reynders, Thomas Langer, Martin Weber, Markus Glaser

Publication date: 12 December 2007

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfm008

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Predicting the unpredictable: new experimental evidence on forecasting random walks ⋮ Can competition between forecasters stabilize asset prices in learning to forecast experiments?

This page was built for publication: Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns*