We examine how information disclosures from private firms affect analysts’ public firm earnings forecasts. On one hand, private firm disclosures allow analysts to better understand industry-wide business conditions, enabling them to forecast the peer public firm earnings more accurately. On...

This paper analyzes a setting in which a manufacturer (he) and a retailer (she) face uncertain demand, but the retailer has an information advantage in the form of a private demand forecast. Such information asymmetry causes the manufacturer to incur a hidden information cost. The results show...

This study investigates the application of orthogonal generalized auto-regressive conditional heteroscedasticity (OGARCH) in predicting the co-movement of banking sector stocks in Indonesia. All state-owned banking sector stocks in Indonesia were studied using daily data from January 2013 to...