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formation des anticipations boursières, Etats-Unis, 1956 à 1989

Author

Listed:
  • Georges Prat

    (IEAE - Institut d'Economie Appliquée et d'Econométrie - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cet article montre que, loin de s'accorder avec l'hypothèse d'anticipation rationnelles, les anticipations boursières révélées par les enquêtes de J.Livingston suivent un processus mixant les processus traditionnels de type adaptatif, extrapolatif et régressif.

Suggested Citation

  • Georges Prat, 1994. "formation des anticipations boursières, Etats-Unis, 1956 à 1989," Post-Print halshs-00173032, HAL.
    • Handle: RePEc:hal:journl:halshs-00173032
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    Cited by:

    1. Silvija Vlah Jerić & Mihovil Anđelinović, 2019. "Evaluating Croatian stock index forecasts," Empirical Economics, Springer, vol. 56(4), pages 1325-1339, April.
    2. Frantz Maurer, 1999. "L'influence des fluctuations boursières sur la performance financière de la firme diversifiée," Revue Finance Contrôle Stratégie, revues.org, vol. 2(4), pages 105-134, December.
    3. Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers 1947, Kiel Institute for the World Economy (IfW Kiel).

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