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.

中文翻译：

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市场价格、分析师的预测和 Covid19

本研究采用一种相对较新的统计方法来分析美国市场价格的时间序列。具体来说，它表明，在 Covid19 期间，发生了最强烈的结构性断裂。此外，自 1993 年以来，分析师无法在 5% 的水平上显着预测市场股价。新的统计方法可以更好地分析市场价格和分析师的建议。