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Earnings information, arbitrage constraints, and the forecast dispersion anomaly

Kim, Soonho; Na, Haejung - In: Finance research letters 35 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012439091

Mechanical earnings forecasts and characteristic-based models for expected stock returns

Meuter, Martin - In: Three essays on the performance of earnings forecasts …, (pp. 38-67). 2018

Persistent link: https://www.econbiz.de/10011887237

Analysts’ Long-Horizon Earnings Forecast Properties and Long-Horizon Macroeconomic Forecast Optimism

Pevzner, Mikhail - 2016

macroeconomic forecasts are optimistic than non-optimistic, and whether this difference in analyst forecast optimism is stronger …. We also find that the long-horizon earnings forecast dispersion is lower in periods when the long-horizon macroeconomic … is no recession and macroeconomic forecast is optimistic are likely to have opportunistically biased their long …

Persistent link: https://www.econbiz.de/10012997264

Refining Financial Analysts’ Forecasts by Predicting Earnings Forecast Errors

Fedyk, Tatiana - 2018

Prior research on financial analyst' quarterly earnings forecasts has documented serial correlation in forecast errors …. This paper examines the way serial correlation in quarterly earnings forecast errors varies with firm and analyst … correlation in forecast errors is significant and seemingly independent of firm and analyst attributes, I model consensus forecast …

Persistent link: https://www.econbiz.de/10012934484

Predicting Bankruptcy via Cross-Sectional Earnings Forecasts

Hess, Dieter - 2019

We develop a model to predict bankruptcies, exploiting that negative book equity is a strong indicator of financial distress. Accordingly, our key predictor of bankruptcy is the probability that future losses will deplete a firm's book equity. To calculate this probability, we use earnings...

Persistent link: https://www.econbiz.de/10012899828

Analysts’ Optimism in Earnings Forecasts and Biases in Estimates of Implied Cost of Equity Capital and Long-Run Growth Rate

Ashton, David J. - 2011

significant. In this paper, we argue that any estimation of a forward risk premium implies a joint test of analysts' optimism and …

Persistent link: https://www.econbiz.de/10013128708

Equity valuation based on a random process modelling of earnings and equity growth

Dube, Frederick; Barnard, Brian - In: Expert journal of economics 7 (2019) 1, pp. 1-31

regarding rating accuracy and rating theory. The implications of the results for equity valuation are discussed. …

Persistent link: https://www.econbiz.de/10012062966

The predictive ability of S&P’s core earnings: an in-sample out-of-sample estimation approach

Thielemann, Felix - In: Essays on the usefulness of non-GAAP earnings, (pp. 102-117). 2019

Persistent link: https://www.econbiz.de/10012193483

Review of recent research on improving earnings forecasts and evaluating accounting-based estimates of the expected rate of return on equity capital

Easton, Peter D.; Monahan, Steven J. - In: Abacus : a journal of accounting, finance and business … 52 (2016) 1, pp. 35-58

Persistent link: https://www.econbiz.de/10011581782

Predictable return distributions

Pedersen, Thomas Q. - In: Journal of forecasting 34 (2015) 2, pp. 114-132

Persistent link: https://www.econbiz.de/10011305289

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