Loss Function Assumptions in Rational Expectations Tests on Financial Analysts Earnings Forecasts

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Loss Function Assumptions in Rational Expectations Tests on Financial Analysts Earnings Forecasts

ABSTRACT The inefficiency of the Financial Analysts in using the public information whilst making their Earnings Forecasts has been documented by numerous previous researches. The previous researches assume that analysts aim to minimize their mean squared forecast errors i.e. analyst face a quadrati...

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Bibliographic Details
Main Author:	Nahar, Abhay Kumar
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	Rational Expectations Loss Function Financial Analysts Forecast Errors
Online Access:	https://eprints.nottingham.ac.uk/22344/

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