An examination of the statistical significance and economic relevance of profitability and earnings forecasts from models and analysts

In this paper, we propose and empirically test a cross-sectional profitability forecasting model which incorporates two major improvements relative to extant models. First, in terms of model construction, we incorporate mean reversion through the use of a two-stage partial adjustment model and inclu...

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Main Authors: EVANS, Mark E., NJOROGE, Kenneth, OW YONG, Keng Kevin
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語言:English
出版: Institutional Knowledge at Singapore Management University 2017
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在線閱讀:https://ink.library.smu.edu.sg/soa_research_all/4
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1003&context=soa_research_all
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機構: Singapore Management University
語言: English