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• W2074047265 abstract "This study investigates the influence of past volatility on individual investors' forecasting behavior. We conducted two experiments in which we used real stock prices to construct low- and high-volatility time series, and asked participants to make both point estimates and interval forecasts of future values. We focus on two main aspects of investors' future expectations: (1) forecasts of future price, and (2) subjective confidence of future stock price, which includes 50%, 70% and 90% confidence intervals. Past volatility has a weak effect on future forecasts that are sensitive to minor changes in the characteristics of price series. We found strong evidence that low past volatility increases participants' confidence and improves forecast accuracy. The calibration of the confidence intervals was not affected by the stocks' volatility. However, most confidence intervals were skewed, suggesting that participants use asymmetric confidence intervals to hedge their price forecasts." @default.
• W2074047265 created "2016-06-24" @default.
• W2074047265 creator A5000610666 @default.
• W2074047265 creator A5063869991 @default.
• W2074047265 date "2007-07-01" @default.
• W2074047265 modified "2023-09-27" @default.
• W2074047265 title "Does past volatility affect investors' price forecasts and confidence judgements?" @default.
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• W2074047265 doi "https://doi.org/10.1016/j.ijforecast.2007.03.003" @default.
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