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dc.contributor.authorDeaves, Richarden
dc.contributor.authorLüders, Eriken
dc.contributor.authorSchröder, Michaelen
dc.date.accessioned2005-12-14-
dc.date.accessioned2010-05-14T12:00:46Z-
dc.date.available2010-05-14T12:00:46Z-
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/10419/32188-
dc.description.abstractAs a group, market forecasters are egregiously overconfident. In conformity to the dynamic model of overconfidence of Gervais and Odean (2001), successful forecasters have become more overconfident. What's more, more experienced forecasters have learned to be overconfident, and hence are more susceptible to this behavioral flaw than their less experienced peers . It is not just individuals who are affected. Markets also become more overconfident when market returns have been high.en
dc.language.isoengen
dc.publisher|aUniversity of Konstanz, Center of Finance and Econometrics (CoFE) |cKonstanzen
dc.relation.ispartofseries|aCoFE Discussion Paper |x05/10en
dc.subject.ddc330en
dc.subject.stwAnlageverhaltenen
dc.subject.stwWertpapieranalyseen
dc.subject.stwLernprozessen
dc.subject.stwSchätzungen
dc.subject.stwDeutschlanden
dc.titleThe dynamics of overconfidence: Evidence from stock market forecasters-
dc.type|aWorking Paperen
dc.identifier.ppn504469304en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cofedp:0510-

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