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Details for article 36 of 54 found articles
| Title: |
Reporting Frequency and Sample Size: Effects on Prediction, Confidence Levels, and Confidence Intervals |
| Author: |
Pitre, Terence J. |
| Appeared in: |
Journal of behavioral finance |
| Paging: | Volume 8 (2007) nr. 3 pages 154-160 |
| Year: |
2007-08-27 |
| Contents: |
Very little research has examined the possible consequences of more frequent financial reporting. Using a between-subjects experiment, I examine one possible consequence—increased sample size of data—and its effect on non-professional investor uncertainty (as measured by confidence intervals and confidence levels) and predictions. I report three principal findings: 1) Confidence intervals increase with larger sample sizes, rather than decrease as statistical theory suggests, 2) confidence levels are unaffected by sample size when the investor does not view it as important for accuracy, and 3) estimates generated from larger sample sizes are nearer to the sample mean and significantly different from those from smaller samples, which also contradicts statistical theory. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 36 of 54 found articles
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