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earnings forecasters, we see that small adjustments to the model forecasts lead to more forecast accuracy. Based on past track …
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Earnings forecasts can be useful for investment decisions. Research on earnings forecasts has focused on forecast … determine the value of the forecast and also investigate to what extent the timing of the forecast can be modeled. We propose a … clear drivers of the value and the timing of the earnings forecast. We thus show that not only the forecasts themselves are …
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-excitation for these series. Out-of-sample, we find that the models that include spillover effects forecast crashes and the Value …
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earnings forecasters, we see that small adjustments to the model forecasts lead to more forecast accuracy. Based on past track …
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