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Implied rates of return, the discount rate effect, and market risk premia
Breuer, Wolfgang; Gürtler, Marc - 2010 - This Version: 2010-10-22
risk premia. The extent of this bias is substantial as verified by a bootstrap approach. We present an alternative …
Persistent link: https://www.econbiz.de/10009487229
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The Walk-Down to Beatable Forecasts : International Evidence
Tan, Hongping - 2017
forecast bias involves various forces including a country's institutional infrastructure, and firm and analyst characteristics … we expect to be associated with the prevalence of the analyst walk-down forecast pattern. Based on a large sample of 50 …
Persistent link: https://www.econbiz.de/10012943482
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Star-Analysts’ Forecast Accuracy and the Role of Corporate Governance
Kerl, Alexander Gabriel - 2014
an important role for the general level of forecast accuracy, we furthermore investigate whether star-analysts benefit … from higher levels of governance. Our findings suggest that forecast accuracy of star-analysts increases with the level of …
Persistent link: https://www.econbiz.de/10013064810
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The Effect of Conference Calls on Analysts' Forecasts - German Evidence
Bassemir, Moritz - 2013
to forecast future earnings accurately. This suggests that additional information is released during conference calls …. The reduction in forecast error is economically significant and larger in magnitude when compared to results for the US …
Persistent link: https://www.econbiz.de/10013094228
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Conflicts of interest and research quality of affiliated analysts in the German universal banking system : evidence from IPO underwriting
Bessler, Wolfgang; Stanzel, Matthias - In: European financial management : the journal of the … 15 (2009) 4, pp. 757-786
Persistent link: https://www.econbiz.de/10003884004
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The effect of experts' and laypeople's forecasts on others' stock market forecasts
Huber, Christoph; Huber, Jürgen; Hueber, Laura - In: Essays in experimental economics : decisions, beliefs, …, (pp. 17-38, 136-149). 2020
groups more than forecasts by laypeople; I observe a home bias in all subject groups, which can be mitigated by information … signals; all subject groups expect lower forecast errors for financial professionals than for laypeople, hence I also find …
Persistent link: https://www.econbiz.de/10012495380
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The effect of experts' and laypeople's forecasts on others' stock market forecasts
Huber, Christoph; Huber, Jürgen; Hueber, Laura - In: Journal of banking & finance 109 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012224958
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Hüftsteife Aktienmarktanalysten
Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - 2021
Persistent link: https://www.econbiz.de/10012488491
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Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
Wong, Wing-Keung - 2013
This study tests the performance of stock market forecasts derived from technical analysis by means of a specific indicator. The indicator is computed from E/P ratios and bond yields. Several stock markets are studied over a 20-year period. Two test statistics are introduced to utilize the...
Persistent link: https://www.econbiz.de/10013088794
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Can the Forecasts Generated from E/P Ratio and Bond Yield Be Used to Beat Stock Markets?
Wong, Wing-Keung - 2016
This paper tests the performance of stock market forecasts derived from technical analysis by means of a specific indicator. The indicator is computed from E/P ratios and bond yields. Several stock markets are studied over a 20-year period. Two test statistics are introduced to utilize the...
Persistent link: https://www.econbiz.de/10013004301