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Academic performance and financial forecasting performance: a survey study

Dan, Zhu, Lynn, Hodgkinson and Wang, Qingwei 2018. Academic performance and financial forecasting performance: a survey study. Journal of Behavioral and Experimental Finance 20 , pp. 45-51. 10.1016/j.jbef.2018.07.002
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Abstract

In a survey of forecasting stock prices over 13 months, we find better academic performance is significantly associated with smaller absolute forecasting errors, a lower propensity to be overconfident and narrower prediction intervals. The latter two findings are surprising as one would expect that less overconfident forecasters are more likely to make wider prediction intervals. Such superior forecasting ability of good academic performers may help explain why smart investors perform better in financial markets.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Publisher: Elsevier
ISSN: 2214-6350
Date of First Compliant Deposit: 11 July 2018
Date of Acceptance: 10 July 2018
Last Modified: 31 Jan 2019 13:22
URI: http://orca.cf.ac.uk/id/eprint/113139

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