Predicting Analysts’ S&P 500 Earnings Forecast Errors and Stock Market Returns using Macroeconomic Data and Nowcasts
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DOI: 10.17016/FEDS.2024.049
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References listed on IDEAS
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More about this item
Keywords
Bottom-up Forecast; Earnings Forecasts; Equity Analyst Bias; Forecast Efficiency; Predicting Returns;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G40 - Financial Economics - - Behavioral Finance - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2024-08-26 (Financial Development and Growth)
- NEP-FMK-2024-08-26 (Financial Markets)
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