预测外生压力下的价格区间。
Predicting price intervals under exogenously induced stress.
机构信息
School of Accounting, Economics and Finance, Curtin University, Bentley, WA, Australia.
出版信息
PLoS One. 2021 Sep 23;16(9):e0255038. doi: 10.1371/journal.pone.0255038. eCollection 2021.
Abstract
We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices; narrower (wider) prediction intervals will be indicative of greater (lower) confidence. Stress will be induced using the Cold Pressor Arm Wrap, a variation of the Cold Pressor Test. Risk attitudes, and personality traits are also considered as mediating factors.
摘要
我们提出了一个实验方案，旨在检验在适用于金融市场的环境中，外部诱发的压力与信心之间的关系。信心将通过基于过去 100 个价格的一个为期 1 天的价格预测的预测区间来衡量；较窄（宽）的预测区间表示信心较大（小）。压力将通过冷压力臂套来诱发，这是冷压力测试的一种变体。风险态度和人格特质也被认为是中介因素。
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