The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
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
|
Subject: | Time-series forecast dispersion | Cross-sectional forecast dispersion | Analysts' earnings forecasts | Systematic risk components | Idiosyncratic volatility | Macroeconomic conditions | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Prognose | Forecast | Theorie | Theory | Finanzanalyse | Financial analysis | Börsenkurs | Share price |
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