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Correlated forecast errors

Author

Listed:
  • Fischer, PE
  • Verrecchia, RE

Abstract

No abstract is available for this item.

Suggested Citation

  • Fischer, PE & Verrecchia, RE, 1998. "Correlated forecast errors," Journal of Accounting Research, Wiley Blackwell, vol. 36(1), pages 91-110.
    • Handle: RePEc:bla:joares:v:36:y:1998:i:1:p:91-110
    DOI: http://hdl.handle.net/10.2307/2491322
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    Citations

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    Cited by:

    1. Weissensteiner, Alex, 2019. "Correlated noise: Why passive investment might improve market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 158-172.
    2. Marinelli, Carlo & Weissensteiner, Alex, 2014. "On the relation between forecast precision and trading profitability of financial analysts," Journal of Financial Markets, Elsevier, vol. 20(C), pages 39-60.
    3. Carlo Marinelli & Alex Weissensteiner, 2013. "On the relation between forecast precision and trading profitability of financial analysts," Papers 1301.6638, arXiv.org.
    4. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013. "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 29(3), pages 367-377.

    More about this item

    Keywords

    Analyst forecasts; Analyst forecast errors; Correlated forecast errors; Private information;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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