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