Analysts versus time-series forecasts of quarterly earnings: A maintained hypothesis revisited
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DOI: 10.1016/j.adiac.2020.100497
Abstract: Abstract We re-examine the maintained hypothesis of analysts' quarterly earnings per share (EPS) superiority versus ARIMA time-series forecasts. While our empirical results are consistent with overall analysts' dominance, they suggest a more contextual interpretation of… read more here.
Keywords: time series; time; series forecasts; maintained hypothesis ... See more keywords