Earnings forecast modeling: a systematic approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
Kovač
2014
|
| Schriftenreihe: | Schriftenreihe Finanzmanagement
108 |
| Schlagworte: | |
| Online-Zugang: | Ausführliche Beschreibung Inhaltsverzeichnis |
| Beschreibung: | XI, 126 S. graph. Darst. 21 cm, 185 g |
| ISBN: | 9783830080879 3830080875 |
Internformat
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| 490 | 1 | |a Schriftenreihe Finanzmanagement |v 108 | |
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Datensatz im Suchindex
| _version_ | 1804152772510089216 |
|---|---|
| adam_text | CONTENTS
1. INTRODUCTION 1
2. BACKGROUND 5
2.1. ESTIMATION OF THE COST OF CAPITAL 5
2.1.1. THE CAPITAL ASSET PRICING MODEL 6
2.1.2. THE IMPLIED COST OF CAPITAL 8
2.2. REVIEW OF EARNINGS PERSISTENCE AND FORECASTING LITERATURE 10
2.2.1. PRELIMINARY REMARK 10
2.2.2. FAIRFIELD ET AL. (1996) 15
2.2.3. BANKER & CHEN (2006) 18
2.2.4. RICHARDSON ET AL. (2005) 20
2.2.5. KORMENDI & LIPE (1987) 22
2.2.6. DECHOW ET AL. (1998) 25
2.2.7. SUBSUMPTION OF THE MODELS 26
3. DATA 29
3.1. SOURCES AND GENERAL ISSUES 29
3.1.1. GENERAL ISSUES 29
3.1.2. OUTLIER TREATMENT 31
3.2. VARIABLES 34
3.2.1. GENERAL OVERVIEW 34
3.2.2. EARNINGS DETAIL ANALYSIS 41
4. THE CROSS-SECTIONAL HOU ET AL. (2012) FORECAST MODEL 47
4.1. FINDINGS OF HOU ETAL. (2012) 48
4.2. LIMITATIONS OFHOU ET AL. (2012) 50
VII
HTTP://D-NB.INFO/1058379488
5. THE STABLE FIRM MODEL 55
5.1. MOTIVATION 55
5.1.1. QUINTILE BEHAVIOR 55
5.1.2. ANALYSIS DEPENDING ON TRANSITIONS OF FIRMS 59
5.1.2. HOU ET AL. (2012) FORECAST ERRORS DEPENDING ON TRANSITION 63
5.2. MODEL 65
5.2.1. ADJUSTMENT METHODOLOGY 65
5.2.2. COEFFICIENT ANALYSIS 66
5.2.3. EVALUATION OF THE FORECASTS 69
5.2.4. QUINTILE CORRECTION 78
5.3. SCENARIO: PERFECT QUINTILE FORECASTS 84
5.4. SUMMARY 88
6. ROBUSTNESS CHECKS 91
6.1. DECILE ANALYSIS 91
6.2. WINSORIZED VALUES 97
6.3. PERCENTAGE OF SALES MODEL 104
7. CONCLUSION 113
BIBLIOGRAPHY 121
VIII
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| any_adam_object | 1 |
| author | Weinmann, Manuel 1987- |
| author_GND | (DE-588)1062542304 |
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| bvnumber | BV042235631 |
| classification_rvk | QC 020 |
| ctrlnum | (OCoLC)897419954 (DE-599)DNB1058379488 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-10T01:16:01Z |
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| isbn | 9783830080879 3830080875 |
| language | English |
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| spelling | Weinmann, Manuel 1987- Verfasser (DE-588)1062542304 aut Earnings forecast modeling a systematic approach Manuel Weinmann Hamburg Kovač 2014 XI, 126 S. graph. Darst. 21 cm, 185 g txt rdacontent n rdamedia nc rdacarrier Schriftenreihe Finanzmanagement 108 Dissertation Universität Saarbrücken 2014 Erwartungsbildung (DE-588)4193073-3 gnd rswk-swf Gewinn (DE-588)4020903-9 gnd rswk-swf Modell (DE-588)4039798-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Gewinn (DE-588)4020903-9 s Erwartungsbildung (DE-588)4193073-3 s Modell (DE-588)4039798-1 s DE-604 Schriftenreihe Finanzmanagement 108 (DE-604)BV013087358 108 X:MVB text/html http://www.verlagdrkovac.de/978-3-8300-8087-9.htm Ausführliche Beschreibung DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027673858&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Weinmann, Manuel 1987- Earnings forecast modeling a systematic approach Schriftenreihe Finanzmanagement Erwartungsbildung (DE-588)4193073-3 gnd Gewinn (DE-588)4020903-9 gnd Modell (DE-588)4039798-1 gnd |
| subject_GND | (DE-588)4193073-3 (DE-588)4020903-9 (DE-588)4039798-1 (DE-588)4113937-9 |
| title | Earnings forecast modeling a systematic approach |
| title_auth | Earnings forecast modeling a systematic approach |
| title_exact_search | Earnings forecast modeling a systematic approach |
| title_full | Earnings forecast modeling a systematic approach Manuel Weinmann |
| title_fullStr | Earnings forecast modeling a systematic approach Manuel Weinmann |
| title_full_unstemmed | Earnings forecast modeling a systematic approach Manuel Weinmann |
| title_short | Earnings forecast modeling |
| title_sort | earnings forecast modeling a systematic approach |
| title_sub | a systematic approach |
| topic | Erwartungsbildung (DE-588)4193073-3 gnd Gewinn (DE-588)4020903-9 gnd Modell (DE-588)4039798-1 gnd |
| topic_facet | Erwartungsbildung Gewinn Modell Hochschulschrift |
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