Sökning: "Forecast dispersion"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden Forecast dispersion.
1. The Relevance of Expected Credit Losses: The effect of IFRS 9 on analyst forecast accuracy
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : 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. LÄS MER
2. Momentum in Stock Returns Following Dispersion and Consensus in Analysts' Forecasts
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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. LÄS MER
3. Investigating the Accuracy of Analyst Consensus for Earnings per Share of S&P 100 companies
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : 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. LÄS MER
4. Bryggor - En studie av bryggors förekomst i publika bolag och påverkan på träffsäkerhet i analytikerestimat av EPS
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : Previous studies have shown that there is a relationship between voluntary disclosure and analysts' forecast accuracy. However, there has been no research conducted specifically on bridges. LÄS MER
5. Capital Market Trust in Management - An empirical study on trust in management with regard to investors’ risk perception and capital market effects
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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. LÄS MER