Výsledky vyhledávání - "Wael Bousselmi"

Prévisions d’analystes financiers et ordre de grandeur des prix : une approche expérimentale

Autor: Marc Willinger, Wael Bousselmi, Tristan Roger, Patrick Roger

Publikováno v: Revue Economique
Revue Economique, Presses de Sciences Po, 2021, 72 (5), pp.843-870. ⟨10.3917/reco.725.0843⟩

International audience; Recent empirical research in accounting and finance shows that the magnitudeof stock prices influences analysts’ price forecasts (Roger, Roger et Schatt [2018]).In this paper, we report the results of a novel experiment wher

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b2d6d25d1eea4d042ba36002b6c8c7a
https://doi.org/10.3917/reco.725.0843

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How do markets react to (un)expected fundamental value shocks? An experimental analysis

Autor: Marc Willinger, Wael Bousselmi, Patrick Sentis

Publikováno v: Journal of Behavioral and Experimental Finance
Journal of Behavioral and Experimental Finance, In press, ⟨10.1016/j.jbef.2019.05.001⟩

International audience; We study experimentally the reaction of asset markets to fundamental value (FV) shocks. The pre-shock and post-shock FV are both constant, but after the shock the FV is either higher or lower than before. We compare treatments

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2cce7d003a94593ddd3652b796ed1e58
https://doi.org/10.1016/j.jbef.2019.05.001

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Number Processing and Price Dynamics: A Market Experiment

Autor: Wael Bousselmi, Tristan Roger, Patrick Roger, Marc Willinger

Publikováno v: SSRN Electronic Journal.

Conventional finance models assume that stock price magnitude should not influence portfolio choices or future returns. This view is contradicted, however, by empirical evidence. In this paper, we show that trading prices, in experimental markets, ar

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1234ca3d264f061077e410d595e0ee6d
https://doi.org/10.2139/ssrn.3548122

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Another law of small numbers: patterns of trading prices in experimental markets

Autor: Wael Bousselmi, Marc Willinger, Tristan Roger, Patrick Roger

Conventional finance models indicate that the magnitude of stock prices should not influence portfolio choices or future returns. This view is contradicted, however, by empirical evidence. In this paper, we report the results of an experiment showing

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2202f28c35593468ccff7516fcac2723
https://hal.archives-ouvertes.fr/hal-01954921/document

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