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Record W1509818449 · doi:10.1002/ijfe.1462

DO CORPORATE PROFIT FORECASTER HERD?—EVIDENCE FROM CANADA, UK AND THE UNITED STATES

2012· article· en· W1509818449 on OpenAlexaboutno aff

Bibliographic record

VenueInternational Journal of Finance & Economics · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsHerdingEconomicsConsensus forecastProfit (economics)Financial economicsEconometricsMicroeconomicsGeography

Abstract

fetched live from OpenAlex

ABSTRACT Using more than 25 000 corporate profit forecasts for Canada, the United Kingdom and the United States, we find strong evidence of an anti‐herding behaviour. Apparently, corporate profit forecaster intentionally scatter their forecasts around the consensus forecast. We also document that the cross‐sectional heterogeneity of forecasts with regard to anti‐herding translates into cross‐sectional heterogeneity with regard to forecast accuracy. Forecasters who anti‐herd have a substantially higher forecast accuracy that may help to explain the rational bias in macroeconomic forecasting. Copyright © 2012 John Wiley & Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.344
Threshold uncertainty score0.873

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.100
GPT teacher head0.236
Teacher spread0.136 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2012
Admission routes1
Has abstractyes

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