Market prices, analysts' predictions, and Covid19

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...

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Detalles Bibliográficos
Autor principal: Taussig, Roi D.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author. Published by Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9634510/
https://www.ncbi.nlm.nih.gov/pubmed/36348763
http://dx.doi.org/10.1016/j.frl.2021.102343
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author Taussig, Roi D.
author_facet Taussig, Roi D.
author_sort Taussig, Roi D.
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description 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.
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spelling pubmed-96345102022-11-04 Market prices, analysts' predictions, and Covid19 Taussig, Roi D. Financ Res Lett Article 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. The Author. Published by Elsevier Inc. 2022-05 2021-07-20 /pmc/articles/PMC9634510/ /pubmed/36348763 http://dx.doi.org/10.1016/j.frl.2021.102343 Text en © 2021 The Author. Published by Elsevier Inc. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Taussig, Roi D.
Market prices, analysts' predictions, and Covid19
title Market prices, analysts' predictions, and Covid19
title_full Market prices, analysts' predictions, and Covid19
title_fullStr Market prices, analysts' predictions, and Covid19
title_full_unstemmed Market prices, analysts' predictions, and Covid19
title_short Market prices, analysts' predictions, and Covid19
title_sort market prices, analysts' predictions, and covid19
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9634510/
https://www.ncbi.nlm.nih.gov/pubmed/36348763
http://dx.doi.org/10.1016/j.frl.2021.102343
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