Showing 1 - 10 of 5,531
2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …
Persistent link: https://www.econbiz.de/10012903718
We evaluate the performance of several linear and nonlinear machine learning models in forecasting the realized volatility (RV) of ten global stock market indices in the period from January 2000 to December 2021. We train models using a dataset which includes past values of the RV and additional...
Persistent link: https://www.econbiz.de/10014076641
we expect to be associated with the prevalence of the analyst walk-down forecast pattern. Based on a large sample of 50 … forecast bias involves various forces including a country's institutional infrastructure, and firm and analyst characteristics …
Persistent link: https://www.econbiz.de/10012943482
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
attention to expected fundamentals. Finally, we also observe that incorporating expected fundamentals tends to reduce forecast …
Persistent link: https://www.econbiz.de/10012990178
This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates … common forecast accuracy measures. Additionally, the rationality of the exchange rate predictions are assessed utilizing …
Persistent link: https://www.econbiz.de/10011741554
that in ation expectations affect both the dispersion across forecasters and realized forecast errors. …
Persistent link: https://www.econbiz.de/10012435503
Several recent empirical papers assert that the decision to disclose an earnings forecast shortly before the actual … dynamic model of voluntary disclosure, we show that the decision to disclose a short-term earnings forecast reveals managers … decision to disclose a short-term earnings forecast predicts earnings three years beyond the forecasted period, and that the …
Persistent link: https://www.econbiz.de/10013245221
Persistent link: https://www.econbiz.de/10000959094
Persistent link: https://www.econbiz.de/10010510802