Does alternative data improve financial forecasting? : the horizon effect

Olivier Dessaint, Thierry Foucault and Laurent Frésard

Year of publication:	09 February 2021
Authors:	Dessaint, Olivier ; Foucault, Thierry ; Frésard, Laurent
Publisher:	London : Centre for Economic Policy Research
Subject:	Alternative data \| Security analysts \| Forecasting horizon \| Forecasts' informativeness,social media \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Finanzanalyse \| Financial analysis \| Social Web \| Social web

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