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What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market / Francesco Bianchi, Sydney C. Ludvigson, Sai Ma.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Bianchi, Francesco.
Contributor:
National Bureau of Economic Research.
Ludvigson, Sydney C.
Ma, Sai.
Series:
Working Paper Series (National Bureau of Economic Research) no. w32301.
NBER working paper series no. w32301
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2024.
Summary:
We measure the nature and severity of a variety of belief distortions in market reactions to hundreds of economic news events using a new methodology that synthesizes estimation of a structural asset pricing model with algorithmic machine learning to quantify bias. We estimate that investors systematically overreact to perceptions about multiple fundamental shocks in a macro-dynamic system, generating asymmetric compositional effects when several counteracting shocks occur simultaneously in real-world events. We show that belief overreaction to all shocks can lead the market to over- or underreact to events, amplifying or dampening volatility.
Notes:
Print version record
April 2024.

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