Classifying Forecasts
Classifying Forecasts
About this item
Full title
Author / Creator
Publisher
Sarasota: American Accounting Association
Journal title
Language
English
Formats
Publication information
Publisher
Sarasota: American Accounting Association
Subjects
More information
Scope and Contents
Contents
We employ a novel machine learning technique to classify analysts’ forecast revisions into five types based on how the revision weighs publicly available signals. We label these forecast types as quant, sundry, contrarian, herder, and independent forecasts. Our tests reveal that a greater diversity of forecast types within the consensus is associat...
Alternative Titles
Full title
Classifying Forecasts
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_3149556291
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_3149556291
Other Identifiers
ISSN
0001-4826
E-ISSN
1558-7967
DOI
10.2308/TAR-2023-0117
