Table of contents
Explaining Earnings Forecasts with Accounting, Industry, and Economic Variables
Shari Westcott, Saleha KhumawalaThis paper looks at the importance of forecasted information as a key input to investors decision models. The research design uses accounting variables suggested by financial…
An Application of Seasonal Adjustment Models to the Volatility Patterns of Futures Prices
Shaw K. Chen, William J. Wrobleski, David J. BrophyThis paper examines the empirical patterns of futures prices volatility by using different seasonal adjustment techniques The average absolute month to month percentage (AAPC…
Tests of Unbiased Forecasts in Stock Index Futures Markets
Hung‐Gay Fung, Jeffrey E. Jarrett, Wai K LeungIn this study the martingale hypothesis concerning the stock index futures market is analyzed. The purpose is to understand how this notion concerning the behavior of the index…
The Forecasting Performance of the Implied Standard Deviation in Currency Options
Hung‐Gay Fung, Chin‐Jen Lie, Abel MorenoThis study evaluates the forecasting performance of different predictive measures for the future exchange rate variability. Results seem to indicate that the out‐of‐the‐money ISD…
Evaluating Methods for Forecasting Earnings Per Share
Jeffrey E. JarrettIn this study, the relative accuracy of four well known methods for forecasting are compared The methods are applied to the time series of earnings per share for a random sample…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson