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How informative are earnings forecasts?
Bruijn, Bert de; Franses, Philip Hans - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-20
We constructed forecasts of earnings forecasts using data on 406 firms and forecasts made by 5419 individuals with on average 25 forecasts per individual. We verified previously found predictors, which are the average of the most recent available forecast for each forecaster and the difference...
Persistent link: https://www.econbiz.de/10011895745
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Modeling and forecasting realized volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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The level and persistence of growth rates
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 643-684
Persistent link: https://www.econbiz.de/10001750585
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - 2003
Persistent link: https://www.econbiz.de/10001816437
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The level and persistence of growth rates
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 2001
Persistent link: https://www.econbiz.de/10001581913
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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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Modeling and forecasting realized volatility
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Forecasting earnings forecasts
Bruijn, Bert de; Franses, Philip Hans - 2013
Persistent link: https://www.econbiz.de/10010191299
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Analysts' conflict of interest and biases in earnings forecasts
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 2003
Persistent link: https://www.econbiz.de/10001744318