Results 171 to 180 of about 27,872 (253)

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Loss Aversion: Evidence From Expert Chess Tournaments *

Yifan Lyu, Richard Wang
openalex   +1 more source

Ready‐to‐Use Jackfruit Pulp Packaged in Retort Pouch: Deterioration Kinetics and Principal Component Analysis‐Mediated Selection of Quality Product

Future Postharvest and Food, EarlyView.
ABSTRACT Unveiling the performance of retort‐processed foods in terms of deteriorative quality changes during extended storage has been a subject of limited research. Therefore, a point in case is the retort‐processed ripe jackfruit pulp that has garnered scanty or nil reports.
Dipom Saikia, Deepanshu Kansal, Madhumita Barooah, Bhabesh Deka, Abhijit Borah, Moloya Gogoi, Manashi Das Purkayastha   +6 more
wiley   +1 more source

Decomposing loss aversion from gaze allocation and pupil dilation. [PDF]

Proc Natl Acad Sci U S A, 2020
Sheng F, Ramakrishnan A, Seok D, Zhao WJ, Thelaus S, Cen P, Platt ML.   +6 more
europepmc   +1 more source

Loss aversion fosters coordination among independent reinforcement learners [PDF]

, 2019
Marco Jerome Gasparrini, Martí Sánchez-Fibla   +1 more
openalex   +1 more source

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

Online Bidding Behaviour And Loss Aversion In Cloud Computing Markets: An Experiment

, 2014
Sowmya Karunakaran, R. P. Sundarraj
openalex   +1 more source

The Case of Fleeting Orders and Flickering Quotes

Journal of Futures Markets, EarlyView.
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze, Johannes Stadler, Andreas W. Rathgeber   +2 more
wiley   +1 more source

Income–Well‐Being Gradient in Sickness and Health

Health Economics, EarlyView.
ABSTRACT We propose a method for studying the value of insurance. For this purpose, we analyze the well‐being of the same individuals, comparing sick and healthy years, using German panel survey data on life satisfaction. We impose structure on the income–well‐being gradient by fitting a flexible utility function to the data, focusing on the ...
Ohto Kanninen, Petri Böckerman, Ilpo Suoniemi   +2 more
wiley   +1 more source

Loss aversion predicts cigarette smoking status across levels of sociodemographic characteristics. [PDF]

Exp Clin Psychopharmacol
Thrailkill EA, DeSarno M, Higgins ST.
europepmc   +1 more source