Essays about: "Forecast dispersion"

Showing result 1 - 5 of 6 essays containing the words Forecast dispersion.

  1. 1. The Relevance of Expected Credit Losses: The effect of IFRS 9 on analyst forecast accuracy

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Gustav Jansson; Victor Wolf; [2021]
    Keywords : IFRS 9; Decision Usefulness; Forecast Accuracy; Credit Losses; Difference-in-Differences;

    Abstract : This study examines how the adoption of the expected loss model under IFRS 9 has affected the forecast accuracy of credit losses. Specifically, we investigate the effect on absolute forecast errors and forecast dispersion. READ MORE

  3. 2. Momentum in Stock Returns Following Dispersion and Consensus in Analysts' Forecasts

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Amanda Hedlund; Johanna Ingemarson; [2018]
    Keywords : Momentum; Forecast dispersion; Analysts recommendations; Short-selling restraints; Behavioural finance;

    Abstract : Our study shows that it is possible for an investor to employ profitable zero-cost portfolio strategies on the OMX Stockholm Benchmark Index that exploit momentum following analysts' forecasts. The significant alpha of the monthly rebalanced long-short portfolios suggests that the analysts' forecasts momentum should be exploited within a month. READ MORE

  4. 3. Investigating the Accuracy of Analyst Consensus for Earnings per Share of S&P 100 companies

    University essay from KTH/Matematisk statistik

    Author : Sean Belfrage; Adrian Ahmadi; [2015]
    Keywords : ;

    Abstract : This study investigated what affects how accurately financial analysts can predict the earnings per share of companies included in the Standard & Poor’s 100 index. To achieve this goal data on earnings forecasts was gathered for the years 2000 through 2013. READ MORE

  5. 4. Capital Market Trust in Management - An empirical study on trust in management with regard to investors’ risk perception and capital market effects

    University essay from Göteborgs universitet/Graduate School

    Author : Emilia Sörenson; [2014-09-29]
    Keywords : Trust in management; information risk; uncertainty; capital market; cost of equity;

    Abstract : Background & Problem Definition: One of the primary functions of financial accounting is to establish trust and to provide reliable, credible and useful information to its users, such as investors, in order for the capital markets to function. Managers have an important role in providing financial statements with high credibility as well as in the creation and maintenance of trust in accounting. READ MORE

  6. 5. Stock Return Performance around Earnings Announcements : Empirical Evidence from Nordic Stock Market

    University essay from Företagsekonomi

    Author : Chenxi Wang; Gerky King Phet; [2012]
    Keywords : earnings announcements; abnormal returns; forecast dispersion; forecast error; earnings performance; earnings surprises;

    Abstract : This thesis examines the impact of earnings announcements on the stock return performance. Most literature regarding this topic is related to the US market. We follow 40 of the largest and most liquid stocks on the virtual OMX Nordic Exchange from 2010 to 2012. READ MORE