We study the impact of analyst forecasts on prices to determine whether investors learn about analyst accuracy. The straight-forward relationship between supply and price, the economic importance of the market, the predictable timing of forecast error realizations, and the high frequency of the...

In this study, we examine the forecastability of a specific neural network architecture called General Regression Neural Network (GRNN) and compare its performance with a variety of forecasting techniques, including Multi-Layered Feedforward Network (MLFN), multivariate transfer function, and...