Concepedia

Cross-sectional Forecasting

Cross-Sectional Forecasting is a forecasting method that predicts outcomes across multiple entities or units at a single point in time, distinguished from time-series approaches by its emphasis on inter-unit variation rather than temporal dynamics.

53

Publications

4.6K

Citations

109

Authors

96

Institutions

Publications per year

2017–2026

14

Parents

Publications

53

Expected Idiosyncratic Skewness

Brian H. Boyer, Todd Mitton, Keith Vorkink · Review of Financial Studies · 2009 · 887 citations

, , +16

The implied cost of capital: A new approach

Kewei Hou, Mathijs A. van Dijk, Yinglei Zhang · Journal of Accounting and Economics · 2011 · 584 citations · Full text

, , +17

Machine Replacement and the Business Cycle: Lumps and Bumps

Russell Cooper, John Haltiwanger, Laura Power · American Economic Review · 1999 · 466 citations

, , +15

Cross-sectional forecasts of the equity premium☆

Christopher Polk, Samantha Thompson, Tuomo Vuolteenaho · Journal of Financial Economics · 2006 · 254 citations · Full text

, , +14

Evaluating cross-sectional forecasting models for implied cost of capital

Kevin K. Li, Partha S. Mohanram · Review of Accounting Studies · 2014 · 207 citations · Full text

, , +14

1–5 of 53

Authors

109

  1. KH
    Kewei Hou

    The Ohio State University, United States

    4 publications · 702 citations

    4

    h-index

  2. MA
    Mathijs A. van Dijk

    Erasmus University Rotterdam, Netherlands

    4 publications · 702 citations

    4

    h-index

  3. YZ
    Yinglei Zhang

    Chinese University of Hong Kong, Hong Kong SAR China

    4 publications · 702 citations

    4

    h-index

  4. KV
    Keith Vorkink

    Brigham Young University, United States

    3 publications · 1K citations

    3

    h-index

  5. TM
    Todd Mitton

    Brigham Young University, United States

    3 publications · 1K citations

    3

    h-index

1–5 of 109

Institutions

96

  1. The Ohio State University

    Columbus, United States

    5 h-index

    5 publications

    757 citations

  2. University of Toronto

    Toronto, Canada

    4 h-index

    5 publications

    529 citations

  3. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    4 h-index

    4 publications

    702 citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    4 h-index

    4 publications

    702 citations

  5. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    3 publications

    363 citations

  6. Arizona State University

    Tempe, United States

    2 h-index

    3 publications

    58 citations

  7. Federal Reserve Bank of Dallas

    Dallas, United States

    2 h-index

    2 publications

    122 citations

  8. University of California, Davis

    Davis, United States

    2 h-index

    3 publications

    252 citations

1–8 of 96

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 669 citations

    13

    h-index

  2. Management Science

    3 publications · 204 citations

    3

    h-index

  3. Journal of Marketing Research

    2 publications · 48 citations

    2

    h-index

  4. Finance research letters

    1 publications · 51 citations

    1

    h-index

  5. Journal of Financial Markets

    1 publications · 45 citations

    1

    h-index

1–5