This paper investigates the relationships among cross-sectional stock returns and analysts' forecast revisions …, forecast dispersion and momentum. Market rewards the strategy in pursuit of revision up and away from revision down by 22 …-2015 periods. Revision up and revision down betas account for most of the momentum strategy and over half of forecast dispersion …

I use controlled experiments to investigate the joint effects of forecast precision and forecast uncertainty on … investor judgments. I find that forecast precision moderates the effects of forecast uncertainty on investors’ forecast … reliability judgments such that the effects of forecast uncertainty on investors’ judgments of forecast reliability are more …

information from various financial and macroeconomic variables relevant for return prediction and the diffusion indexes can … regression methods to combine forecasts comparable to the dynamic factor predictive model such as the forecast combination method …