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System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach
16 references·2 citing·35 second hop
System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach (2009)System economics: Overcoming the pitfalls…Agent-based models of financial markets (2007)Agent-based models of financi…The wisdom of crowds: why the many are smarter than the few and how collective wisdom shapes business, economies, societies and nations (2004)The wisdom of crowds: why the…Business Dynamics: Systems Thinking and Modeling for a Complex World (2000)Business Dynamics: Systems Th…Scaling of the distribution of price fluctuations of individual companies (1999)Scaling of the distribution o…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks (1996)The stable Paretian hypothesi…Beyond Economic Man (1993)Beyond Economic ManAdvances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Théorie de la spéculation (1900)Théorie de la spéculationA model of investor sentiment /A model of investor sentiment…An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry (2014)An investigation of forecast …Coping with uncertainty in climate policy making: (Mis)understanding scenario studies (2013)Coping with uncertainty in cl…Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Judgment under Uncertainty: Heuristics and Biases (1974)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Benefits, Adoption Barriers and Myths of Open Data and Open Government (2012)Algorithm appreciation: People prefer algorithmic to human judgment (2019)Delphi Technique in Health Sciences: A Map (2020)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)System Dynamics: Systems Thinking and Modeling for a Complex World (2002)Promoting novelty, rigor, and style in energy social science: Towards codes of practice for appropriate methods and research design (2018)Artificial Intelligence and Management: The Automation–Augmentation Paradox (2021)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

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  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
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  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
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  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 1999Scaling of the distribution of price fluctuations of individual companies

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539 cited
  • 1996The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks400 cited
  • 2007Agent-based models of financial markets316 cited
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