What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
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Publisher
United States: American Economic Association
Journal title
Language
English
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Publisher
United States: American Economic Association
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Scope and Contents
Contents
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 subjects see a version of this process in which the mom...
Alternative Titles
Full title
What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
Authors, Artists and Contributors
Author / Creator
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TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_4129394
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_4129394
Other Identifiers
ISSN
0002-8282
E-ISSN
1944-7981
DOI
10.1257/aer.103.3.570
