Forecast Accuracy Uncertainty and Momentum

Forecast Accuracy Uncertainty and Momentum

We demonstrate that stock price momentum and earnings momentum can result from uncertainty surrounding the accuracy of cash flow forecasts. Our model has multiple information sources issuing cash flow forecasts for a stock. The investor combines these forecasts into an aggregate cash flow estimate t...

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書目詳細資料
Main Authors:	Han, Bing, HONG, Dong, WARACHKA, Mitchell Craig
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2009
主題:	momentum uncertainty learning Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/3001 https://ink.library.smu.edu.sg/context/lkcsb_research/article/4000/viewcontent/HongW2009mnscForecastAccuracy_pub.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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