Predicting price intervals under exogenously induced stress.

Autor: Steven Shead, Robert B Durand, Stephanie Thomas
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: PLoS ONE, Vol 16, Iss 9, p e0255038 (2021)
Druh dokumentu: article
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0255038
Popis: 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.
Databáze: Directory of Open Access Journals