Predicting stock price movements : Regressions versus Economists
Journal
Applied Economics Letters
ISSN
1350-4851
ISSN-Digital
1466-4291
Type
journal article
Date Issued
2010-06-09
Author(s)
Abstract
The forecasting performance of the Livingston survey and traditional prediction models of stock prices is analysed. The survey forecasts look similar to those from a ‘too large' prediction model: poor out-of-sample performance and too sensitive to recent and irrelevant information.
Language
English
HSG Classification
contribution to scientific community
Refereed
Yes
Publisher
Taylor and Francis
Publisher place
London
Volume
17
Number
9
Start page
869
End page
874
Pages
6
Subject(s)
Division(s)
Eprints ID
49662
File(s)![Thumbnail Image]()
Name
PredLivingston200810.pdf
Size
131.55 KB
Format
HTML
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