search query: @author Landsman, W. R. / total: 5
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| Author: | Landsman, W. R. Damodaran, A. |
| Title: | Using shrinkage estimators to improve upon time-series model proxies for the security market's expectation of earnings. |
| Journal: | Journal of Accounting Research
1989 : SPRING, VOL. 27:1, p. 97-115 |
| Index terms: | SHARE PRICES EARNINGS PER SHARE FINANCIAL FORECASTING ESTIMATION TIME SERIES |
| Language: | eng |
| Abstract: | Time-series models of earnings expectations have often been applied in capital market research to produce proxies for security market's assessment of earnings surprise surrounding corporate earnings announcements. Most of the researchers use univariate estimators to estimate the parameters of the model. To improve the efficiency of small sample models multiple time- series models are considered. |
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