Showing 1 - 10 of 21
This paper measures the performance of a Latent Class CBC model with aggregate real world scanning data.
Persistent link: https://www.econbiz.de/10005841648
This paper investigates the determinants of European financial analysts' forecasts differential accuracy.
Persistent link: https://www.econbiz.de/10005843252
This paper investigates the relative performance of local and foreign financial analysts on Latin American emerging markets.
Persistent link: https://www.econbiz.de/10005843437
between return and risk. The debate wether beta is a valid measure of risk has been renimated by Fama and French (1992) and …
Persistent link: https://www.econbiz.de/10005843529
We used neural-network based modelling to generalize the linear econometric return models and compare their out-of-sample predictive ability in terms of different performance measures under three density specifications.(...)
Persistent link: https://www.econbiz.de/10005844728
Empirical research documents that temporary trends in stock pricemovements exist. Moreover, riding a trend can be a profitable investment strategy. (...)
Persistent link: https://www.econbiz.de/10005844860
This paper argues for a new conceptualisation of strategic foresight.Drawing on the philosophical concepts of 'anticipating critique' by Paul Feyerabend and 'occasional reason' by Helmut Spinner this paper tries to show how an new openness can be accomplished.
Persistent link: https://www.econbiz.de/10005846092
This paper analytically investigates the credibility of managerial forecast disclosure introducing a game theoretic perspective by extracting robust implications from disclosure models.
Persistent link: https://www.econbiz.de/10005846095
-linear effects is of extremeimportance to improve forecasting performance. U.S. and U.K. asset return data are “special” in thesense …
Persistent link: https://www.econbiz.de/10005870517
-specific optimism and stock-specific risk (measured by volatility andprice-to-book ratio). However, target price accuracy is positively …
Persistent link: https://www.econbiz.de/10009005119