Johnnie E. V. Johnson - researchr alias

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Viewing Publication 1 - 14 from 14

2022

Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debateTiejun Ma, P. A. F. Fraser-Mackenzie, Ming-Chien Sung, A. P. Kansara, Johnnie E. V. Johnson. eor, 299(1):330-345, 2022. [doi]

Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial marketLuis Felipe Costa Sperb, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson. eor, 299(3):1142-1157, 2022. [doi]

2020

Can deep learning predict risky retail investors? A case study in financial risk behavior forecastingA. Kim, Y. Yang, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung, Johnnie E. V. Johnson. eor, 283(1):217-234, 2020. [doi]

Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indicesLarry Olanrewaju Orimoloye, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson. eswa, 139, 2020. [doi]

2019

To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial marketLawrence Green, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson. eor, 278(1):226-239, 2019. [doi]

Improving prediction market forecasts by detecting and correcting possible over-reaction to price movementsMing-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson, Chung-Ching Tai, Eng-Tuck Cheah. eor, 272(1):389-405, 2019. [doi]

2018

It takes all sorts: A heterogeneous agent explanation for prediction market mispricingValerio Restocchi, Frank McGroarty, Enrico Gerding, Johnnie E. V. Johnson. eor, 270(2):556-569, 2018. [doi]

2016

2012

A new methodology for generating and combining statistical forecasting models to enhance competitive event predictionStefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson, Tiejun Ma. eor, 218(1):163-174, 2012. [doi]

2011

Towards a methodology for measuring the true degree of efficiency in a speculative marketStefan Lessmann, M.-C. Sung, Johnnie E. V. Johnson. jors, 62(12):2120-2132, 2011. [doi]

2009

Identifying winners of competitive events: A SVM-based classification model for horserace predictionStefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson. eor, 196(2):569-577, 2009. [doi]

2006

Exploring Decision Makers Use of Price Information in a Speculative MarketJohnnie E. V. Johnson, Owen Jones, Leilei Tang. mansci, 52(6):897-908, 2006. [doi]

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