Compare Quadratic Loss Function with Linear Loss Function in Rational Expectation Hypothesis on Analysts' Earnings Forecasts

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Compare Quadratic Loss Function with Linear Loss Function in Rational Expectation Hypothesis on Analysts' Earnings Forecasts

In order to examine the robustness of Basu and Markov' s findings, we estimate the rationality of earnings forecasts issue based on the UK data. We employ Ordinary Least Squares (OLS) and Least Absolute Deviations (LAD) regression to test the hypothesis and obtain rejection of the null hypothes...

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Bibliographic Details
Main Author:	Wan, Fang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Online Access:	https://eprints.nottingham.ac.uk/22197/

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