I investigate the dynamics of analyst forecast errors relative to economic policy uncertainty and find a significant … positive relation between economic policy uncertainty and analyst forecast errors. A doubling of economic policy uncertainty is … associated with a 4.29 percentage points increase in earnings (EPS) forecast errors, and the volatility and dispersion in analyst …

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 …

indicate that cash returns can be more accurately forecasted, for all forecast horizons, when forecast specifications contain …

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 …

indicate that cash returns can be more accurately forecasted, for all forecast horizons, when forecast specifications contain …

significant government ownership issued relatively less pessimistic (or more optimistic) earnings forecasts, earnings-forecast …

This paper outlines a method to forecast FX spot rates. The data set consists of the Bloomberg FX spot rates for … returns in all three FX spot rates. The use of an out-sample to test the applicability of the AR(1) forecast supplements the …