Work

What drives the volatility of professional stock return forecasts? Causal evidence from macro shocks

Year: 2026

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2026.106318

Authors: Martijn Boons, Giorgio Ottonello, Rossen Valkanov

Institutions: NOVA School of Business and Economics, Vienna University of Economics and Business, University of California San Diego

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Nederlandse Organisatie voor Wetenschappelijk Onderzoek, Fundação para a Ciência e a Tecnologia

Awards: G1486608113, G5089250095

OpenAlex ID: W7204198639

FWCI: 3.856

Cites: 85

Cited by: 2

Related to: 10