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Combining Judgmental and Statistical Forecasts: An Application to Earnings Forecasts
16 references·0 citing·38 second hop
Combining Judgmental and Statistical Forecasts: An Application to Earnings Forecasts (1990)Combining Judgmental and Statistical Fore…Structural change and the combination of forecasts (1987)Structural change and the com…Combining Economic Forecasts (1986)Combining Economic ForecastsImproved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts (1983)The Combination of ForecastsOptimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency (1983)Optimal Aggregation of Money …Averages of Forecasts: Some Empirical Results (1983)Averages of Forecasts: Some E…Analysis and Comparison of Earnings Forecast Agents (1982)Analysis and Comparison of Ea…A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time-Series Models (1980)A Multivariate Analysis of An…Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model (1979)Univariate Time-Series Models…THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS (1978)THE SUPERIORITY OF ANALYST FO…The Time-Series Properties of Annual Earnings (1977)The Time-Series Properties of…The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence (1977)The Time-Series Behavior of Q…The Time Series of Annual Accounting Earnings (1977)The Time Series of Annual Acc…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsAn Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Dividend Policy: An Empirical Analysis (1968)SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME (1972)Time Series Analysis: Forecasting and Control (1977)The Theoretical Relationship Between Systematic Risk and Financial (Accounting) Variables (1979)The Ability of Earnings to Predict Future Earnings and Cash Flow (1994)Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model (2005)Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings (1987)Time Series Analysis, Forecasting, and Control (1995)How naive is the stock market's use of earnings information? (1996)Do institutional investors exploit the post-earnings announcement drift? (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting methods and applications (1993)Artificial neural network models for forecasting and decision making (1994)Neural Network Models for Time Series Forecasts (1996)Corn Cash Price Forecasting (2020)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Rational Expectations and the Theory of Price Movements (1961)Forecasting and Planning: An Evaluation (1981)Earnings forecasting research: its implications for capital markets research (1993)The implied cost of capital: A new approach (2011)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Combining expert forecasts: Can anything beat the simple average? (2012)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)Limits for the Precision and Value of Information from Dependent Sources (1985)Performance functions and reinforcement learning for trading systems and portfolios (1998)
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References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1983Averages of Forecasts: Some Empirical Results622 cited
  • 1978THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS485 cited
  • 1983The Combination of Forecasts385 cited
  • 1986Combining Economic Forecasts341 cited
  • 1977The Time Series of Annual Accounting Earnings336 cited
  • 1979Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model261 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 1977The Time-Series Properties of Annual Earnings216 cited
  • 1977The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence201 cited
  • 1980A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time-Series Models150 cited
  • 1982Analysis and Comparison of Earnings Forecast Agents84 cited

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  • 1983Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency76 cited
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