Data · dataset · 2023
Boundedly Rational Overconfidence vis-a-vis Boundedly Irrational Overconfidence
Listed in ScienceDB
Description
The data are average monthly returns on the S&P500 whose Autoregressive Conditional Heteroscedasticity (ARCH) properties are examined using the formally and theoretically predicted dichotomous autoregressive specifications for the return processes which accrue to either of boundedly rational overconfident agents, or boundedly irrational overconfident agents in Obrimah (2022), which is titled, "Analytical Closed-form Parameterizations for Bounded Rationality of either of Overconfidence or Underconfidence".
The code that is implemented in the study for generation of the study results is included in this data submission.
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.07228 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Engineering · Humanities · Life Sciences · Psychology & Behavioral Science · Social Science
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.07228 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:psychology-behavioral | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/rights |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |