HİSSE SENEDİ FİYATLARININ OLASILIKSAL TAHMİNİNDE GERİ-İTİLİM KULLANIMI

Year 1992, Volume: 10 Issue: 1-2, 0 - 0, 31.12.1992

Dilek Önkal Gülnur M. Şengül

Abstract

Makaleye ait öz bulunmamaktadır.

Keywords

hisse senedi

References

• Adams, J.K., ve Adams, P.A., "'Realism of confidence judgements l' Psychogical Revicw, 68 (1961) 33-45.
• Adams, P.A., ve Adams, , "Training in-confidence judgments", American of Psychology, 71 (1958) 747-751.
• Armstrong, J.S., Long-nangc Forecasting: From Crystal Ball to Computer (2nd Ed.), New York: John Wiley and Sons, 1985.
• Ball, R. ve Brown, P. , " An empirical evaluation of accounting income numbers", Journal of Accounting Research, 6 (1968) 159-178.
• Beach, B.H., "Expert judgment about uncertainty: Bayesian decision making in realistic settings", Organizational Behavior and Human Performance, 14 (1975) 10-59.
• Brier, G,W., "Verification of forecasts expressed in terms of probability", Monthly Weather Review, 78 (1950) 1-3.
• Einhorn, vc Hogarlh, RM., "Decision-makjng: going forward in reverse", Høxvard Business Review, 65 (1987) 66-70.
• Farnaj •E.F., *The behavior of stoCk market pricest'i Journal of Bussines, 38 (1965) 34-105.
• Fischer, G.W., "Scoring-rule feedback and the overconfidence syndrome in subiectivé probability forecasting", OrgaAizationa1
• Behavior and Human Performance, 29 (1982) 352-369.
• Friedman, D.. "Effective scoring rules for probabilistic forecasts", Management Scicnce, 29 (1983) 447-454.
• Hogarth. RM., "Cognitive processes and the assessment of subjective probability distributions", Journal of thc American Statistical Association, 70 (1975) 271-289.
• Jensen, M.C. 'The performance of mulual funds in thc period 1945-64 The Journal of finance, 2 (1968) 389-416.
• Kidd, d.B. , Scoring Rules for CuaoGcctive Assessments, A paper written for the Annual Confcrence or thc Operational Researc-.l Society, Torbay, England, ] 973.
• Lichtcnstcin, S. ve Fischhoff, B. "Training for calibration", Organizatioal Behavior and Human Performance, 26 (1980) 149-171.
• Moriarty M. "Deslgn features cf forecasting systems involving management judgments Journal of Marketing Rescarch, 22 (1985) 353-364. Murphy, A.H., " Scalar and vector partitions ofthe probability score: Part I.Two-state situation", Journal of Applied Meteorology, Il (ISD a) 273-20 Murphy, A.H., and vector partitions of the probability score: Part Il. N-state situation", Journal of Applied Meteorology, I I (1972b) 1183-1192
• Murphy, A.H., 'IA new vector partition of the probability score", Journal of Applied 12 (1973) 595-600.
• Murphy, A.H., ve Dean, I-IS, "Impacts of feedback and experience on the quality of subjective probability forecasts: Comparison of results from the first and second years of the Zierikzee experiment", Monthly Weather Review, 112 (1984) 413-423.
• Murphy, A.H., Hsu, W., RL., ve Wilks, D.S., use of probabilities in subjective quantitative precipitation forecasts: Some experimental results", Monthly Weather Review, 113 (1985) 2075-2089-
• Oskamp S. , "The relationship of clinical experience and training methods to several criteria of clinical predictiontl Psychological Monographs, 76 (1962).
• Pickhardt, R.C., ve Wallace, J.B., "A study of the performance of subject'i-ve probability assessors'i * Decision Sciences 5 (1974) 347-363.
• Schaefer, R.D., ve Borcherding, K. , 'The assessment of subjective probability distribution: A training experiment", Acta Psychologica, 37 (1973) 117-129.
• Sengtth G.M., ve Önkal, D. , Evaluating Probabilistic Forecasts of Stock Prices in a Developing Stock Market, Discussion Papers 92/2, Bilkent University, 1992.
• Stael von Holstein, C.A.S., "Probabilistic Forecasting: An experiment related to the stock market", Organizational Behavior and Human Performance, 8 (1972) 139-158. Winkler, R.L., 'Scoring rules and the evaluation of probability assessors", Journal of the American Statistical Associatiom 64 (1969) 1073-1078.
• Winkler, R.L., 'The assessment Of probability distributions for future se curity prices", in: J.L. Bicksler(ed.), Methodology in Finance Investments, 1972.
• Yates, J.F„ "Analyzing the accuracy of probability judgments for multiple events: An extension of the covariance decomposition, Organizational Behavior and Human Performance, 30 (1988) 132-156.
• Yates, J.F., McDaniel, and Brown, B.S., 'Probabilistic forecasts of stock prices and earnings: The hazards of nascent expertise", Organizational Behavior and Human Decision Processes, 40 (1991) 60-79.
• Yeldan (Önkal), D: , The Effects of Feedback on the Performance of Probability Forecasts, Unpublished Phil).thesis, University of Minnesota, Graduate School of Business, 1988