Forecasting stock prices: Do forecasters herd?

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 3
Pages: 326-329

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use the Livingston survey data to study whether forecasters of the S&P 500 stock price index herd. Our results imply that forecasters do not herd. Rather, we find that forecasters anti-herd. Anti-herding is less prevalent among academics and Federal Reserve economists. Forecaster anti-herding is inversely correlated with forecast accuracy. Forecaster anti-herding is not correlated with age.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:3:p:326-329
Journal Field
General
Author Count
2
Added to Database
2026-01-29