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Individual differences and analyst forecast accuracy

Luo, Ting; Xie, Wenjuan - In: Review of Accounting and Finance 11 (2012), pp. 257-278

analysts on the cross section of their earnings forecast accuracy. Design/methodology/approach – The paper employs the concept …

Persistent link: https://www.econbiz.de/10010611033

Testing forecasting power of the conditional relationship between beta and return

Verma, Rahul - In: Journal of Risk Finance 11 (2011) January, pp. 69-77

Purpose – The purpose of this paper is to investigate the forecasting power of the conditional relationship between beta and international stock returns. Design/methodology/approach – Using the market model, the individual betas for each country in the sample are estimated by ordinary least...

Persistent link: https://www.econbiz.de/10010611051

Does other information improve the usefulness of management earnings forecasts for analysts?

Blouin, Marie C. - In: Review of Accounting and Finance 1 (2012) February, pp. 93-112

Purpose – The purpose of this paper is to investigate whether other information included with management earnings … forecasts can help analysts to formulate better earnings predictions. Design/methodology/approach – This study uses ordinary … least squares regression analysis of 373 management earnings forecasts and compares changes in analyst forecast …

Persistent link: https://www.econbiz.de/10010814983

Rational or irrational expectations? Evidence from China's stock market

Gao, Feng; Song, Fengming; Wang, Jun - In: Journal of Risk Finance 10 (2009) November, pp. 432-448

Purpose – The paper aims to test the rational-expectations hypothesis using data from the Chinese stock market. Design/methodology/approach – The rational-expectations hypothesis plays a critical role in economic and financial studies. However, it is unclear whether this hypothesis is...

Persistent link: https://www.econbiz.de/10010815102

Testing dominant theories and assumptions in behavioral finance

Alghalith, Moawia; Floros, Christos; Dukharan, Marla - In: Journal of Risk Finance 13 (2012), pp. 262-268

Purpose – The purpose of this paper is to empirically test dominant theories and assumptions in behavioral finance, using data from the Standard & Poor's 500 index. Design/methodology/approach – The empirical analysis has three parts: to test the assumption of risk aversion; to examine the...

Persistent link: https://www.econbiz.de/10010815106

Testing forecasting power of the conditional relationship between beta and return

Verma, Rahul - In: Journal of Risk Finance 12 (2011) January, pp. 69-77

Persistent link: https://www.econbiz.de/10010815125

Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market

Angelidis, Timotheos; Degiannakis, Stavros - In: Managerial Finance 34 (2008), pp. 489-497

Purpose - The aim is to evaluate the performance of symmetric and asymmetric ARCH models in forecasting both the one-day-ahead Value-at-Risk (VaR) and the realized intra-day volatility of two equity indices in the Athens Stock Exchange. Design/methodology/approach - Two volatility specifications...

Persistent link: https://www.econbiz.de/10010757785

Stock market prediction based on adaptive training algorithm in machine learning

Kim, Hongjoong; Jun, Sookyung; Moon, Kyoung-Sook - In: Quantitative finance 22 (2022) 6, pp. 1133-1152

Persistent link: https://www.econbiz.de/10013367889

Analysing, Planning and Valuing Private Firms : New Approaches to Corporate Finance

Beltrame, Federico; Sclip, Alex - 2023

Chapter 1: Corporate Financial Analysis -- Chapter 2: The financial and economic forecast -- Chapter 3: The cost of capital for private businesses -- Chapter 4: Business valuation through market multiples -- Chapter 5: Conclusions - Putting all together for valuing a start - up.

Persistent link: https://www.econbiz.de/10014333796

Data analytics and financial forecasting : a field study from Finnish enterprises

Hyvönen, Timo; Lepistö, Lauri; Mäki, Sanni - In: Nordic journal of business : NJB 71 (2022) 2, pp. 126-134

Persistent link: https://www.econbiz.de/10014280475