the behavior of the value of Bitcoins, forecast the Bitcoin value and compare it to the actual development …

We study the expectations of individual forecasters in the foreign exchange market. We find that the survey risk … premium is less countercyclical than the rational risk premium, primarily because it is not related to the forward premium. We … also find that forecasters learn from their own forecast errors (rather than from consensus forecast errors) and that they …

relationship between forecast revisions and forecast errors. When analysts excessively integrate information in their revisions (i ….e. overreact), their forecast revisions are too intense, and the converse occurs when they underreact. As a proxy for uncertainty … sample using analyst forecast dispersion as a proxy for uncertainty and obtain similar results. We also document the fact …

We forecast monthly Value at Risk (VaR) and Conditional Value at Risk (CVaR) using option market data and four …-looking risk measures that do not depend from the amount of historical data used and that, through the implied moments of options …

uncertainty, as reflected by greater timeliness with no loss in forecast accuracy. In contrast, analysts have greater difficulty … dealing with heightened market uncertainty, as both timeliness and forecast accuracy decline …

that analysts’ forecast errors increase with EPU, as does the degree of forecast dispersion. Increased error and dispersion … heterogeneity in forecast quality across both analyst and firm characteristics establishes that forecast error and dispersion … sensitive versus policy neutral provide consistent evidence that analyst forecast errors and dispersion increase with EPU, even …

the risk channel as the analysts' disagreement is associated with earnings uncertainty. The stock price will be discounted …

. We also conduct a study on the persistence of forecast accuracy across analysts and across stocks over the 15-year period … analyst forecast values and back-test a range of forecast-driven systematic strategies …