Forecasting stock prices: do forecasters herd?

DOI10.1016/J.ECONLET.2012.03.019zbMATH Open1253.91190OpenAlexW2042540496MaRDI QIDQ694892FDOQ694892

Authors: Christian Pierdzioch, Jan-Christoph Rülke 

Publication date: 19 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.03.019

Recommendations

• EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION
• Herding and contrarian behavior in financial markets
• Phase coexistence in a forecasting game
• Testing homogeneity of Japanese CPI forecasters
• Generalised rational bias in financial forecasts

zbMATH Keywords

forecastingstock prices(Anti-)herding

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80)

Cited In (4)

• Do UK stock prices deviate from fundamentals?
• Testing homogeneity of Japanese CPI forecasters
• EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION
• An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient

This page was built for publication: Forecasting stock prices: do forecasters herd?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694892)