نتایج جستجو برای: forecast error of earnings

تعداد نتایج: 21182093  

2006
Jong Chool Park

My dissertation examines the stock market’s assessment of corporate mandatory and voluntary disclosure. Specifically, the first part of the dissertation investigates the stock market reaction to the mandatory segment reporting changes and the second part studies how the stock market assesses credibility of voluntary management forecasts. The dissertation is composed of two essays. The first ess...

ژورنال: انرژی ایران 2020

This study aims to forecast Iran's electricity demand by using meta-heuristic algorithms, and based on economic and social indexes. To approach the goal, two strategies are considered. In the first strategy, genetic algorithm (GA), particle swarm optimization (PSO), and imperialist competitive algorithm (ICA) are used to determine equations of electricity demand based on economic and social ind...

2006
Andrew J. Patton Allan Timmermann

Evaluation of forecast optimality in economics and finance has almost exclusively been conducted under the assumption of mean squared error loss. Under this loss function optimal forecasts should be unbiased and forecast errors serially uncorrelated at the single period horizon with increasing variance as the forecast horizon grows. Using analytical results we show that standard properties of o...

1998
Tian Zeng Norman R. Swanson

The predictive accuracy of various econometric models, including random walks, vector autoregressive and vector error-correction models, are investigated using daily futures prices of 4 commodities (the S&P500 index, treasury bonds, gold and crude oil). All models are estimated using a rolling window approach, and evaluated by both in-sample and out-of-sample performance measures. The criteria ...

2007
DAVID S. LOUGHRAN STEVEN HAIDER Steven J. Haider David S. Loughran

The effective tax on earnings embodied in the Social Security retirement earnings test has been as high as 50 percent. Despite numerous empirical studies, there is surprisingly little agreement about whether the earnings test affects male labor supply. In this paper, we provide a comprehensive analysis of the earnings test for men using longitudinal administrative earnings data and more commonl...

2017
Guocan Wu Xiaogu Zheng

The ensemble Kalman filter (EnKF) is a widely used ensemble-based assimilation method, which estimates the forecast error covariance matrix using a Monte Carlo approach that involves an ensemble of short-term forecasts. While the accuracy of the forecast error covariance matrix is crucial for achieving accurate forecasts, the estimate given by the EnKF needs to be improved using inflation techn...

Journal: :Humanities & social sciences communications 2023

Abstract This paper uses the data from Chinese capital market to study relationship between cost stickiness, earnings forecast accuracy and stock price information content. The empirical results show that: (1) Cost stickiness significantly affects response coefficient of prices. Lower improves ability current returns reflect future earnings, which is manifested in higher (FERC). (2) reduces non...

Journal: :Journal of risk and financial management 2022

This paper aims to investigate the effect of audit committee ethnicity, as part diverse cultures in Malaysia, on analysts’ forecast accuracy. In addition, this study investigates further interactions between unique Malaysia and earnings management determine whether ethnicity still plays a role management. Based 391 observations firms followed by analysts from year 2012 2014, our result indicate...

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