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Accuracy, usefulness and the evaluation of analysts' forecasts

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  • Mozes, Haim A.

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  • Mozes, Haim A., 2003. "Accuracy, usefulness and the evaluation of analysts' forecasts," International Journal of Forecasting, Elsevier, vol. 19(3), pages 417-434.
  • Handle: RePEc:eee:intfor:v:19:y:2003:i:3:p:417-434
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    References listed on IDEAS

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    1. O'brien, Patricia C., 1988. "Analysts' forecasts as earnings expectations," Journal of Accounting and Economics, Elsevier, pages 53-83.
    2. Brown, Lawrence D., 1991. "Forecast selection when all forecasts are not equally recent," International Journal of Forecasting, Elsevier, pages 349-356.
    3. repec:bla:joares:v:25:y:1987:i:1:p:49-67 is not listed on IDEAS
    4. Luttman, Suzanne M & Silhan, Peter A, 1995. "Identifying Factors Consistently Related to Value Line Earnings Predictability," The Financial Review, Eastern Finance Association, vol. 30(3), pages 445-468, August.
    5. Frankel, Jeffrey A & Froot, Kenneth A, 1987. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," American Economic Review, American Economic Association, pages 133-153.
    6. Frankel, Jeffrey A & Froot, Kenneth A, 1987. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," American Economic Review, American Economic Association, pages 133-153.
    7. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    8. Lewis, Karen K, 1989. "Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange," American Economic Review, American Economic Association, pages 621-636.
    9. Brennan, Michael J & Hughes, Patricia J, 1991. " Stock Prices and the Supply of Information," Journal of Finance, American Finance Association, vol. 46(5), pages 1665-1691, December.
    10. Bhushan, Ravi, 1989. "Collection of information about publicly traded firms : Theory and evidence," Journal of Accounting and Economics, Elsevier, pages 183-206.
    11. Clement, Michael B., 1999. "Analyst forecast accuracy: Do ability, resources, and portfolio complexity matter?," Journal of Accounting and Economics, Elsevier, pages 285-303.
    12. Jacob, John & Lys, Thomas Z. & Neale, Margaret A., 1999. "Expertise in forecasting performance of security analysts," Journal of Accounting and Economics, Elsevier, pages 51-82.
    13. Bhushan, Ravi, 1989. "Firm characteristics and analyst following," Journal of Accounting and Economics, Elsevier, pages 255-274.
    14. Stickel, Scott E, 1992. " Reputation and Performance among Security Analysts," Journal of Finance, American Finance Association, vol. 47(5), pages 1811-1836, December.
    15. Jeffrey A. Frankel & Kenneth A. Froot, 1985. "Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations," NBER Working Papers 1672, National Bureau of Economic Research, Inc.
    16. repec:bla:joares:v:25:y:1987:i:1:p:168-176 is not listed on IDEAS
    17. Abarbanell, Jeffery S. & Lanen, William N. & Verrecchia, Robert E., 1995. "Analysts' forecasts as proxies for investor beliefs in empirical research," Journal of Accounting and Economics, Elsevier, pages 31-60.
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    Cited by:

    1. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
    2. repec:eee:corfin:v:45:y:2017:i:c:p:104-121 is not listed on IDEAS
    3. Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2008. "The financial analyst forecasting literature: A taxonomy with suggestions for further research," International Journal of Forecasting, Elsevier, vol. 24(1), pages 34-75.
    4. O'Brien, Patricia C. & Tan, Hongping, 2015. "Geographic proximity and analyst coverage decisions: Evidence from IPOs," Journal of Accounting and Economics, Elsevier, pages 41-59.

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