COMPARING THE ACCURACY OF EARNING FORECASTS MADE BY MANAGEMENT, WITH TIME SERIES MODELS AT TEHRAN EXCHANGE IPOS

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PIRI PARVIZ; ASHTAB ALI

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Journal: JOURNAL OF BUSINESS ADMINISTRATION RESEARCH Year:2009 | Volume:1 | Issue:1 Page(s): 114-129

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Information Journal Paper

Title

COMPARING THE ACCURACY OF EARNING FORECASTS MADE BY MANAGEMENT, WITH TIME SERIES MODELS AT TEHRAN EXCHANGE IPOS

Author(s)

PIRI PARVIZ | ASHTAB ALI | Issue Writer Certificate

Keywords

EARNING PER-SHAREQ3

RANDOM WALKQ1

GROWTHQ3

Abstract

Many of market participants have obviously more interest in earnings forecast at their rational decision making and stock valuation approaches.One of the most useful techniques in this process is time series models. The main object of this article is to compare the earning forecast errors which is made by management with time series like RANDOM WALK and GROWTH models.Our results demonstrated that:1- There are significant differences between real and forecast earnings.2- Managers’ earning forecasts are much more accurate than extrapolations of historical earnings (Random walk model and GROWTH model).

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APA: Copy

PIRI, PARVIZ, & ASHTAB, ALI. (2009). COMPARING THE ACCURACY OF EARNING FORECASTS MADE BY MANAGEMENT, WITH TIME SERIES MODELS AT TEHRAN EXCHANGE IPOS. JOURNAL OF BUSINESS ADMINISTRATION RESEARCH, 1(1), 114-129. SID. https://sid.ir/paper/357574/en

Vancouver: Copy

PIRI PARVIZ, ASHTAB ALI. COMPARING THE ACCURACY OF EARNING FORECASTS MADE BY MANAGEMENT, WITH TIME SERIES MODELS AT TEHRAN EXCHANGE IPOS. JOURNAL OF BUSINESS ADMINISTRATION RESEARCH[Internet]. 2009;1(1):114-129. Available from: https://sid.ir/paper/357574/en

IEEE: Copy

PARVIZ PIRI, and ALI ASHTAB, “COMPARING THE ACCURACY OF EARNING FORECASTS MADE BY MANAGEMENT, WITH TIME SERIES MODELS AT TEHRAN EXCHANGE IPOS,” JOURNAL OF BUSINESS ADMINISTRATION RESEARCH, vol. 1, no. 1, pp. 114–129, 2009, [Online]. Available: https://sid.ir/paper/357574/en

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