What affects the market's ability to adjust for optimistic forecast bias? Evidence from experimental asset markets

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2008
Volume: 66
Issue: 2
Pages: 358-372

Authors (3)

Ackert, Lucy F. (Kennesaw State University) Church, Bryan K. (not in RePEc) Zhang, Ping (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This study uses experimental asset markets to investigate the effects of experience and common knowledge on a market's ability to adjust for optimistic forecast bias. As a baseline, we find that period-end prices reflect unbiased forecasts in markets with private information and inexperienced traders. With low bias forecasts, traders need experience before price adjusts for the bias. With high bias forecasts, traders need experience and public forecast releases before price adjusts for the bias. Overall, our findings provide insight into identifying conditions that are critical for the full revelation of biased, imperfect forecasts and provide direction for future theoretical work.

Technical Details

RePEc Handle
repec:eee:jeborg:v:66:y:2008:i:2:p:358-372
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24