Overreaction in Survey Exchange Rate Forecasts-Reference-Cited by-同舟云学术

Overreaction in Survey Exchange Rate Forecasts

Published:2014-03-14 Issue:4 Volume:33 Page:243-258
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Pancotto Francesca¹,Pericoli Filippo Maria²,Pistagnesi Marco¹

Affiliation:

1. University of Modena and Reggio Emilia; Italy

2. Department of the Treasury of the Italian Ministry of Economy and Finance; Rome Italy

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2289/fullpdf

Reference35 articles.

1. Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior;Abarbanell;Journal of Finance,1992

2. Can information heterogeneity explain the exchange rate determination puzzle?;Bacchetta;American Economic Review,2006

3. Higher order expectations in asset pricing;Bacchetta;Journal of Money, Credit and Banking,2008

4. The impact of central bank intervention on exchange-rate forecast heterogeneity;Beine;Journal of the Japanese and International Economies,2007

5. Market overreaction: magnitude and intensity;Brown;Journal of Portfolio Management,1988

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