The Dynamics of Overconfidence: Evidence from Stock Market Forecasters

2010

130 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/62df972ebde5b5ef99d1dc8f664ba315858b8974

Citations in the corpus

• An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2009, unknown): “, Deaves et al. (2007)) come closest to the way that overconfidence is modeled in the theoretical literature.”
• Overconfidence in Psychology and Finance - An Interdisciplinary Literature Review (2008, unknown): “In the model of De Long et al. (1990) noise traders also achieve higher profits than rational traders, but this is a premium for an increased level of risk they themselves create. De Long et al. (1991) in turn examine noise traders who are overconfident as they underestimate risk and thus the assets”