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What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
Do laboratory subjects correctly perceive the dynamics of a mean-reverting time series? In our experiment, subjects receive historical data and make forecasts at different horizons. The time series process that we use features short-run momentum and long-run partial mean reversion. Half of the subje...
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| Main Authors: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4129394/ https://ncbi.nlm.nih.gov/pubmed/25125700 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1257/aer.103.3.570 |
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