Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
Class and field surveys revealed that personal inclination to take structured lottery-risk significantly correlates with optimism in financial forecasting. Trait optimism reflects in return predictions for successful and problematic stocks, in likelihood assessments of specific events, and even when respondents recollect past realizations. Gain-domain risk preference shows the strongest predictive power for forecast positivity, even when macro expectations, win-chance optimism and personal attributes are controlled. The correlations are strongest when optimism scores are derived from multiple prediction tasks, but quickly dissolve when subjects receive usable anchors. The findings are discussed in light of optimism scope and recent research on ambiguity aversion.