This paper examines whether security analyst earnings forecasts for firms primarily operating in the gold market can be utilised to predict returns on the price of gold.We first demonstrate that analysts are at least in part basing their earnings forecasts for gold firms on the return...

This paper investigates the predictability of variance and value at-risk (VaR) measures in international stock markets. We use daily stock market returns for G7 countries (the United States, the United Kingdom, Germany, Japan, Canada, France, Italy) and generate the realized variance and VaR...