Predicting the unpredictable: new experimental evidence on forecasting random walks

DOI10.1016/j.jedc.2022.104571zbMath1518.91291MaRDI QIDQ6106638

Nobuyuki Hanaki, Yohanes E. Riyanto, Te Bao, Brice Corgnet, Jiahua Zhu

Publication date: 3 July 2023

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

Full work available at URL: http://hdl.handle.net/11094/88643

zbMATH Keywords

regime-switchingasset pricesexperimental financeprice prediction

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Interest rates, asset pricing, etc. (stochastic models) (91G30) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

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