Financial markets forecasts revisited: Are they rational, stubborn or jumpy?

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 3
Pages: 526-530

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

Abstract

This paper evaluates professional forecasters’ behavior using a panel data of individual forecasts. We find that (i) professional forecasts are behavioral, and (ii) there exists a stock–bond dissonance: the forecasting behavior seems to be stubborn in the stock market, but jumpy in the bond market. Even in the same country, forecasting behavior is quite different by market.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:3:p:526-530
Journal Field
General
Author Count
4
Added to Database
2026-01-25