CUREJ - College Undergraduate Research Electronic Journal

Aggregating Earnings per Share Forecasts

Greg Slavin, University of Pennsylvania

Division: Social Sciences

Dept/Program: Economics

Document Type: Undergraduate Student Research

Mentor(s): Frank Schorfheide

Date of this Version: 01 April 2007

This document has been peer reviewed.

 

Abstract

Research analyst forecast accuracy has been the focus of many studies, but only Brown and Mohammad (2001) consider different ways of weighting individual forecasts to create consensus estimates of earnings per share. I add to the existing literature by suggesting a technique to reduce forecast errors by 29%, which is 13% more accurate than the method employed by Brown and Mohammad.

Suggested Citation

Slavin, Greg, "Aggregating Earnings per Share Forecasts" 01 April 2007. CUREJ: College Undergraduate Research Electronic Journal, University of Pennsylvania, https://repository.upenn.edu/curej/67.

Date Posted: 08 August 2007

This document has been peer reviewed.

 

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