Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Yongwook Kwon"'
Publikováno v:
NBER Working Papers; Sep2023, Issue 31622-31724, p1-70, 70p
Publikováno v:
The Quarterly Journal of Economics.
We investigate biases in expectations across different settings through a large-scale randomized experiment where participants forecast stable stochastic processes. The experiment allows us to control forecasters’ information sets as well as the da
Autor:
Yongwook Kwon, Kyeongsoon Cho
Publikováno v:
Journal of the Institute of Electronics and Information Engineers. 59:10-18
Publikováno v:
IEEE Transactions on Vehicular Technology. 69:4947-4956
Recently, the demand for vehicle warning systems to avoid collisions between vehicles and pedestrians has been increasingly growing. For the implementation of such systems, three types of vehicle-to-pedestrian (V2P) technologies are widely adopted. I
Autor:
Kyeongsoon Cho, Yongwook Kwon
Publikováno v:
Journal of the Institute of Electronics and Information Engineers. 57:42-49
Autor:
Yongwook Kwon, Kyeongsoon Cho
Publikováno v:
Journal of the Institute of Electronics and Information Engineers. 56:32-39
Autor:
Kyeongsoon Cho, Yongwook Kwon
Publikováno v:
Journal of the Institute of Electronics and Information Engineers. 55:53-59
Publikováno v:
SSRN Electronic Journal.
We collect data on the size distribution of U.S. corporate businesses for nearly 100 years. We document that corporate concentration (e.g., asset share or sales share of the top 1%) in the U.S. economy has been increasing persistently over the past c
We study how biases in expectations vary across different settings, through a large-scale randomized experiment where participants forecast stable random processes. The experiment allows us to control the data generating process and the participants
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2729883dffee95abb0d570b83b7f80d
https://doi.org/10.3386/w27947
https://doi.org/10.3386/w27947
Autor:
Spencer Yongwook Kwon, Johnny Tang
Publikováno v:
SSRN Electronic Journal.
The presence of both systematic under-and-overreaction to news in financial markets is a major puzzle. We propose a systematic predictor of under-and-overreaction to news: the extremeness of the associated distribution of fundamentals. Using a compre