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An Empirical Study of Financial Analysts Earnings Forecast Accuracy
Stotz, Andrew - 2017
forecasts by 25.3%. This study may be the first of its kind to assess analyst earnings forecast accuracy at all listed companies …
Persistent link: https://www.econbiz.de/10012959862
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Quantifying the Effect of Information and Ability Spillovers on Analyst Earnings Forecast Accuracy
Neururer, Thaddeus - 2020
We estimate the effect of information and ability spillovers on sell-side analysts' quarterly EPS forecast accuracy …. Using a model that relates mean peer group ability along with the analyst's own ability to the analyst's forecast accuracy … when determining earnings forecast accuracy. We additionally estimate a 20 percent marginal effect ratio of increasing peer …
Persistent link: https://www.econbiz.de/10012854680
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The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes
Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93
empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock …
Persistent link: https://www.econbiz.de/10011556115
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Properties of Implied Cost of Capital Using Analysts’ Forecasts
Guay, Wayne R. - 2012
We evaluate the influence of measurement error in analysts' forecasts on the accuracy of implied cost of capital estimates from various implementations of the ‘implied cost of capital' approach, and develop corrections for the measurement error. We document predictable error in the implied...
Persistent link: https://www.econbiz.de/10013114798
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Implications of Analysts’ Consensus Forecast Error for Measurement of Market Expectation and Predictability of Stock Returns
Kim, Jung Hoon - 2012
based on the absolute analysts' consensus forecast errors and determinants. The findings of this study indicate that …
Persistent link: https://www.econbiz.de/10013102171
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The Role of Disaggregation of Earnings in Stock Valuation and Earnings Forecasting
Wang, Pengguo - 2013
This paper compares and contrasts two accounting information systems, the aggregate earnings system and the disaggregated cash flow/accrual system, examining their relative performance in stock valuation and in forecasting of earnings. It finds, in general, that the forecasts of earnings and...
Persistent link: https://www.econbiz.de/10013088381
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The Role of 'Other Information' in Analysts’ Forecasts in Understanding Stock Return Volatility
Shan, Yaowen - 2013
This study proposes and validates “other information” in analysts' forecasts as a legitimate proxy for future cash flows, and examines its incremental role in explaining stock return volatility. We suggest that “other information” contains information about fundamentals beyond that...
Persistent link: https://www.econbiz.de/10013075116
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Product Market Competition and Analyst Forecasting Activity : International Evidence
Haw, In-Mu - 2015
, higher forecast accuracy, and lower forecast dispersion. Moreover, the effect of product market power on analyst following … and forecast properties is more pronounced in countries with less effective competition laws and higher entry costs. These …
Persistent link: https://www.econbiz.de/10013031494
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The Effect of Media Competition on Analyst Forecast Properties : Cross-Country Evidence
Cao, Ying - 2019
We examine the effect of media competition on analyst forecast properties in an international setting using 113 …
Persistent link: https://www.econbiz.de/10012904734
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An analysis of persistence in analyst's relative forecast accuracy
Simon, Andreas - In: Applied financial economics 24 (2014) 1/3, pp. 107-120
Persistent link: https://www.econbiz.de/10010391465