Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach
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DOI: 10.1186/s40854-022-00446-2
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More about this item
Keywords
Overconfidence; Nonlinear Granger causality; Artificial intelligence; Feed-forward neural networks; Nonlinear impulse-response functions; Local projections; Return regime;All these keywords.
JEL classification:
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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