Time-Series Models Forecasting Performance In The Baltic Stock Market
No abstract is available for this item.
Volume (Year): 4 (2013)
Issue (Month): 1 ()
|Contact details of provider:|| Postal: |
Phone: (3702) 769362
Fax: (3702) 223563
Web page: http://www.ef.vu.lt/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lobo, Gerald J., 1992. "Analysis and comparison of financial analysts', time series, and combined forecasts of annual earnings," Journal of Business Research, Elsevier, vol. 24(3), pages 269-280, May.
- Abarbanell, Jeffery S., 1991. "Do analysts' earnings forecasts incorporate information in prior stock price changes?," Journal of Accounting and Economics, Elsevier, vol. 14(2), pages 147-165, June.
- O'brien, Patricia C., 1988. "Analysts' forecasts as earnings expectations," Journal of Accounting and Economics, Elsevier, vol. 10(1), pages 53-83, January.
- Brown, Lawrence D. & Hagerman, Robert L. & Griffin, Paul A. & Zmijewski, Mark E., 1987. "An evaluation of alternative proxies for the market's assessment of unexpected earnings," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 159-193, July.
- Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2010.
"The Implied Cost of Capital: A New Approach,"
Working Paper Series
2010-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Brooks, LeRoy D & Buckmaster, Dale A, 1976. "Further Evidence on the Time Series Properties of Accounting Income," Journal of Finance, American Finance Association, vol. 31(5), pages 1359-73, December.
- Erik Peek, 2005. "The influence of accounting changes on financial analysts' forecast accuracy and forecasting superiority: Evidence from the Netherlands," European Accounting Review, Taylor & Francis Journals, vol. 14(2), pages 261-295.
- Fried, Dov & Givoly, Dan, 1982. "Financial analysts' forecasts of earnings : A better surrogate for market expectations," Journal of Accounting and Economics, Elsevier, vol. 4(2), pages 85-107, October.
- Ball, Ray & Watts, Ross, 1972. "Some Time Series Properties of Accounting Income," Journal of Finance, American Finance Association, vol. 27(3), pages 663-81, June.
- Ball, Ray & Bartov, Eli, 1996. "How naive is the stock market's use of earnings information?," Journal of Accounting and Economics, Elsevier, vol. 21(3), pages 319-337, June.
- Battalio, Robert H. & Mendenhall, Richard R., 2005. "Earnings expectations, investor trade size, and anomalous returns around earnings announcements," Journal of Financial Economics, Elsevier, vol. 77(2), pages 289-319, August.
- Bernard, Victor L. & Thomas, Jacob K., 1990. "Evidence that stock prices do not fully reflect the implications of current earnings for future earnings," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 305-340, December.
- 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.
- Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
When requesting a correction, please mention this item's handle: RePEc:vul:omefvu:v:4:y:2013:i:1:id:145. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sigitas Urbonavicius)
If references are entirely missing, you can add them using this form.