A time-series bootstrapping simulation method to distinguish sell-side analysts’ skill from luck

Zhang, H. orcid.org/0000-0002-8727-4906 and SU, C. (Accepted: 2018) A time-series bootstrapping simulation method to distinguish sell-side analysts’ skill from luck. In: Lee, C.F. and Lee, J.C., (eds.) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. World Scientific Publishing . ISBN 9789811202384 (In Press)

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2020 World Scientific Publishing Co Pte Ltd.
Keywords: data mining; time-series bootstrapping simulations; sell-side analysts; analyst recommendation revisions
Dates:
  • Accepted: 1 September 2018
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 27 Jul 2020 07:16
Last Modified: 04 Aug 2020 10:47
Published Version: https://www.worldscientific.com/worldscibooks/10.1...
Status: In Press
Publisher: World Scientific Publishing
Refereed: Yes
Identification Number: https://doi.org/10.1142/11335

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