Forecasting Earnings and Returns : A Review of Recent Advancements

We selectively review recent advancements in research on predictive models of earnings and returns. We discuss why applying statistical, econometric, and machine learning advancements to forecasting earnings and returns presents difficult challenges. In the context of these challenges, we discuss recent papers that confront the challenges and present promising advancements and paths for future research

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Year of publication:	[2022]
Authors:	Green, Jeremiah ; Zhao, Wanjia
Publisher:	[S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Gewinn \| Profit \| Prognose \| Forecast

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Extent:	1 Online-Ressource (48 p)
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.4033164 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013302762