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Investor reactions to contrasts between the earnings preannouncements of peer firms
Maletta, Mario J.; Zhang, Yue May - In: Contemporary accounting research : a journal of the … 29 (2012) 2, pp. 361-381
Persistent link: https://www.econbiz.de/10009570247
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A test of the errors-in-expectations explanation of the value/glamour stock returns performance : evidence from analysts' forecasts
Doukas, John A.; Kim, Chansog Francis; Pantzalis, Christos - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2143-2166
Persistent link: https://www.econbiz.de/10001709415
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Quantitative finance 18 (2018) 1, pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
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Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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Are markets rational? : Investors' response to persistent bias in analysts' earnings forecasts
Kwag, Seung-Woog - 2002
Persistent link: https://www.econbiz.de/10003777013
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Analyst behavior surrounding tender offer announcements
Bradley, Daniel; Morgan, Angela G.; Wolf, Jack G. - In: The journal of financial research 30 (2007) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003437330
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An analysis of private investors' stock market return forecasts
Theissen, Erik - In: Applied financial economics 17 (2007) 1/3, pp. 35-43
Persistent link: https://www.econbiz.de/10003427000
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Forecast accuracy and stock recommendations
Hall, Jason L.; Tacon, Paul B. - In: Journal of contemporary accounting & economics 6 (2010) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10003995837
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Hedge fund alphas : do they reflect managerial skills or mere compensation for liquidity risk bearing?
Gibson, Rajna; Wang, Songtao - 2008
This article analyzes the effect of liquidity risk on the performance of various hedge fund portfolio strategies. Similarly to Avramov et al. (2007), we find that, before accounting for the effect of liquidity risk, hedge fund portfolios that incorporate predictability in managerial skills...
Persistent link: https://www.econbiz.de/10003966170