Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model-Reference-Cited by-同舟云学术

Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model

Published:2016-07-14 Issue:1 Volume:49 Page:195-225
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Kuo Chen-Yin

Funder

Ministry of Science and Technology (VN)

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/article/10.1007/s11156-016-0587-8/fulltext.html

Reference71 articles.

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3. Ashley R (2003) Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? Int J Forecast 19:229–239. doi: 10.1016/S0169-2070(01)00139-X

4. Baharumshah AZ, MacDonald R, Moh SH (2010) Exchange rates in Singapore and Malaysia: are they driven by the same fundamentals? Malays J Econ Stud 47:123–141

5. Bessembinder H, Zhang F (2013) Firm characteristics and long-run stock returns after corporate events. J Financ Econ 109:83–102. doi: 10.1016/j.jfineco.2013.02.009

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