Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5086812 | Journal of Accounting and Economics | 2012 | 13 Pages |
Abstract
⺠The paper proposes a new ex ante measure of earnings forecast uncertainty. ⺠The new measure reflects both common and idiosyncratic information uncertainty. ⺠The new measure performs better than others especially at long forecast horizons. ⺠The new measure can be implemented using standard statistical packages.
Related Topics
Social Sciences and Humanities
Business, Management and Accounting
Accounting
Authors
Xuguang Sheng, Maya Thevenot,