The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Dongcheol Kim, Haejung Na
| Year of publication: |
December 2016
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|---|---|
| Authors: | Kim, Dongcheol ; Na, Haejung |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 39.2016, Part A, p. 37-53
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| Subject: | Time-series forecast dispersion | Cross-sectional forecast dispersion | Analysts' earnings forecasts | Systematic risk components | Idiosyncratic volatility | Macroeconomic conditions | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663264