Predicting price intervals under exogenously induced stress

Steven Shead, Robert B Durand and Stephanie Thomas

PLOS ONE, 2021, vol. 16, issue 9, 1-15

Abstract: We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices; narrower (wider) prediction intervals will be indicative of greater (lower) confidence. Stress will be induced using the Cold Pressor Arm Wrap, a variation of the Cold Pressor Test. Risk attitudes, and personality traits are also considered as mediating factors.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0255038

DOI: 10.1371/journal.pone.0255038

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