that more basic models such as GPT-1, GPT-2, and BERT cannot accurately forecast returns, indicating return predictability …

predictability, popular predictors from the literature fail to outperform the simple historical average benchmark forecast in out … model restrictions, forecast combination, diffusion indices, and regime shifts—improve forecasting performance by addressing …

positively associated with analyst coverage, the size of forecast errors, as well as the extent of forecast dispersion … and both forecast accuracy and dispersion is stronger for firms in the resources and mining industries, and for longer … forecast horizons. Our results are consistent with heightened EPU being associated with a decline in firms’ information …

less so. We confirm this prediction empirically for sell-side equity analysts' forecasts using a new measure of forecast …

As some recent studies have shown empirically, future gold price fluctuations are especially difficult to forecast … prediction techniques leads to better forecasts of gold excess returns. The forecast power of fundamental predictor variables is … not only highly regime-dependent, but also dependent on the selected economic evaluation criterion. Future gold forecast …

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 …