Analysts' underreaction and momentum strategies
Year of publication: |
2023
|
---|---|
Authors: | Gonçalves de Azevedo, Vitor |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-23
|
Subject: | Analysts' predictable error | Analysts' forecasts | Momentum | Post-earnings announcement drift | Stock market anomaly | Prognose | Forecast | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Prognoseverfahren | Forecasting model | Anlageberatung | Financial advisors | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Gewinnprognose | Earnings announcement |
-
Bouteska, Ahmed, (2017)
-
Bar-Niv, Ran, (2020)
-
Do investors fully unravel persistent pessimism in analysts' earnings forecasts?
Veenman, David, (2018)
- More ...
-
The role of earnings forecasts in asset pricing models and estimates of the cost of capital
Gonçalves de Azevedo, Vitor, (2018)
-
Investor sentiment and the time‑varying sustainability premium
Gonçalves de Azevedo, Vitor, (2021)
-
Earnings forecasts : the case for combining analysts' estimates with a cross-sectional model
Gonçalves de Azevedo, Vitor, (2021)
- More ...