This study employs a relatively new statistical method to analyze the time-series of US market prices. Specifically, it shows, that during Covid19, the strongest structural breaks happened. Moreover, since 1993 analysts were not able to predict market stock prices significantly at the 5% level. The new statistical method allows for a better analysis of market prices and analysts' recommendations.
Download full-text PDF |
Source |
|---|---|
| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC9634510 | PMC |
| http://dx.doi.org/10.1016/j.frl.2021.102343 | DOI Listing |
Publication Analysis
Top Keywords
market prices
12
prices analysts'
8
statistical method
8
market
4
analysts' predictions
4
predictions covid19
4
covid19 study
4
study employs
4
employs statistical
4
method analyze
4
Similar Publications
Want AI Summaries of new PubMed Abstracts delivered to your In-box?
Enter search terms and have AI summaries delivered each week - change queries or unsubscribe any time!