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A time-series analysis and forecast of CAPE
Fandetti, Marc - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 138-150
Persistent link: https://www.econbiz.de/10012613449
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Analysts versus time-series forecasts of quarterly earnings : a maintained hypothesis revisited
Pagach, Donald P.; Warr, Richard S. - In: Advances in accounting : a research annual 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012483158
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The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol; Na, Haejung - In: Journal of empirical finance 39 (2016), pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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Forecast ranked tailored equity portfolios
Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
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Predictive power of ARIMA models in forecasting equity returns : a sliding window method
Dong, Huijian; Guo, Xiaomin; Reichgelt, Han; Hu, Ruizhi - In: The journal of asset management 21 (2020) 6, pp. 549-566
Persistent link: https://www.econbiz.de/10012298733
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.; Ghysels, Eric - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
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Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
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The forecasting efficiency of monthly stock indices between macroeconomic factors and technical indicators by using augmented genetic algorithm and artificial neural network model
Goo, Yeong-Jia; Chen, Chia-Chen - In: Modern economy 11 (2020) 7, pp. 1329-1341
Persistent link: https://www.econbiz.de/10012506741
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Chapter 14 Survey Expectations
Pesaran, M. Hashem; Weale, Martin - 2006
This paper focuses on survey expectations and discusses their uses for testing and modelling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations...
Persistent link: https://www.econbiz.de/10014023692