Predicting stock price movements: regressions versus economists

Paul Söderlind

Applied Economics Letters, 2010, vol. 17, issue 9, 869-874

Abstract: The forecasting performance of the Livingston survey and traditional prediction models of stock prices is analysed. The survey forecasts look similar to those from a 'too large' prediction model: poor out-of-sample performance and too sensitive to recent and irrelevant information.

Date: 2010
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Working Paper: Predicting Stock Price Movements: Regressions versus Economists (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:17:y:2010:i:9:p:869-874

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DOI: 10.1080/17446540802584871

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