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Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth

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  • Salvatore TERREGROSSA

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  • Salvatore TERREGROSSA, 2010. "Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth," EcoMod2004 330600139, EcoMod.
    • Handle: RePEc:ekd:003306:330600139
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    References listed on IDEAS

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    1. Robert Conroy & Robert Harris, 1987. "Consensus Forecasts of Corporate Earnings: Analysts' Forecasts and Time Series Methods," Management Science, INFORMS, vol. 33(6), pages 725-738, June.
    2. Burton G. Malkiel, 1981. "Risk and Return: A New Look," NBER Working Papers 0700, National Bureau of Economic Research, Inc.
    3. Salvatore Terregrossa, 1999. "Combining analysts' forecasts with causal model forecasts of earnings growth," Applied Financial Economics, Taylor & Francis Journals, vol. 9(2), pages 143-153.
    4. John G. Cragg & Burton G. Malkiel, 1982. "Expectations and the Structure of Share Prices," NBER Books, National Bureau of Economic Research, Inc, number crag82-1.
    5. Friend, Irwin & Westerfield, Randolph & Granito, Michael, 1978. "New Evidence on the Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 33(3), pages 903-917, June.
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