Market prices, analysts' predictions, and Covid19

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1 Scopus citations


This study employs a relatively new statistical method to analyze the time-series of US market prices. Specifically, it shows, that during Covid19, the strongest structural breaks happened. Moreover, since 1993 analysts were not able to predict market stock prices significantly at the 5% level. The new statistical method allows for a better analysis of market prices and analysts' recommendations.

Original languageEnglish
Article number102343
JournalFinance Research Letters
StatePublished - May 2022


  • Analysts' recommendations
  • Asset pricing
  • Market prices
  • State space model


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