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Evaluating the properties of analysts' forecasts: a bootstrap approach

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Are analysts' loss functions asymmetric?

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Time-varying risk premia and the term structure of forward exchange rates

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Forward foreign exchange rates and risk premia : a reappraisal

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Empirical evidence on the properties of exchange rate forecasts and the risk premium

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Economic surprises and the behaviour of asset prices : some analysis and further empir. results

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Information, prices and efficiency in a fixed-odds betting market

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On testing the relationship between exchange rate movements and monetary surprises : a comment on Smith and Goodhart

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Properties of expectations in a UK fixed odds wagering market

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Are Analysts' Loss Functions Asymmetric?

Clatworthy, Mark - 2012

Despite displaying a statistically significant optimism bias, analysts' earnings forecasts are an important input to investors' valuation models. Understanding the possible reasons for any bias is important if information is to be extracted from earnings forecasts and used optimally by...

Persistent link: https://www.econbiz.de/10012713350