Extreme sentiment and jumps in analyst forecast dispersion
Year of publication: |
2024
|
---|---|
Authors: | Li, Pan ; Chen, Kecai ; Zhu, Xiaoneng |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105113, p. 1-6
|
Subject: | COVID-19 pandemic | Analyst forecast dispersion | Extreme sentiment | Jumps | Coronavirus | Finanzanalyse | Financial analysis | Prognose | Forecast | Prognoseverfahren | Forecasting model | Anlageberatung | Financial advisors | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation |
-
Analysts' forecast dispersion and stock returns : a quantile regression approach
Li, Ming-yuan Leon, (2014)
-
The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes
Chong, Terence Tai-Leung, (2009)
-
Liu, Shuang, (2020)
- More ...
-
Weekly momentum by return interval ranking
Li Pan, (2013)
-
Housing price and fertility rate
Li Pan, (2012)
-
Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions
Pan, Li, (2014)
- More ...