A new measure of earnings forecast uncertainty
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bert de Bruijn & Philip Hans Franses, 2015. "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers 15-032/III, Tinbergen Institute.
- Bert de Bruijn & Philip Hans Franses, 2013. "Forecasting Earnings Forecasts," Tinbergen Institute Discussion Papers 13-121/III, Tinbergen Institute.
- Sam Han & Justin Yiqiang Jin & Tony Kang & Gerald Lobo, 2014. "Managerial Ownership and Financial Analysts’ Information Environment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(3-4), pages 328-362, April.
- Xuguang Sheng & Maya Thevenot, 2013. "Differential Interpretation of Public Information: Estimation and Inference," Working Papers 2013-03, American University, Department of Economics.
- Xuguang Sheng & Orie Barron & Maya Thevenot, 2012. "Information Environment and the Cost of Capital: A New Approach," Working Papers 2012-12, American University, Department of Economics.
- Sheng, Xuguang (Simon) & Thevenot, Maya, 2015. "Quantifying differential interpretation of public information using financial analysts’ earnings forecasts," International Journal of Forecasting, Elsevier, vol. 31(2), pages 515-530.
- Sanjay W. Bissessur & David Veenman, 2016. "Analyst information precision and small earnings surprises," Review of Accounting Studies, Springer, vol. 21(4), pages 1327-1360, December.
- Orie Barron & Xuguang Sheng & Maya Thevenot, 2013. "Information Environment and The Cost of Capital," Working Papers 2013-003, The George Washington University, Department of Economics, Research Program on Forecasting.
- Bert de Bruijn & Philip Hans Franses, 2012. "What drives the Quotes of Earnings Forecasters?," Tinbergen Institute Discussion Papers 12-067/4, Tinbergen Institute.
More about this item
KeywordsUncertainty; Analyst dispersion; Common information; Private information; BKLS; GARCH;
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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