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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

International Economic Policy Uncertainty and Properties of Analysts’ Earnings Forecasts

Le, Cao Hoang Anh; Shan, Yaowen; Taylor, Stephen L. - 2023

positively associated with analyst coverage, the size of forecast errors, as well as the extent of forecast dispersion … and both forecast accuracy and dispersion is stronger for firms in the resources and mining industries, and for longer … forecast horizons. Our results are consistent with heightened EPU being associated with a decline in firms’ information …

Persistent link: https://www.econbiz.de/10014355572

Published stock recommendations as investor sentiment in the near-term stock market

Singer, Nico; Laser, Saskia; Dreher, Frank - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1233-1249

Persistent link: https://www.econbiz.de/10010222475

Disposition effect and analyst forecast dispersion

Vesselinova Balkanska, Daniela - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 837-859

Persistent link: https://www.econbiz.de/10011979302

Does individual investors' dividend tax influence analyst forecast? : evidence from a quasi-natural experiment in China

Liu, Guangqiang; Liu, Tianbao - In: Finance research letters 50 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014239973

Analysts Get Sad Too : The Effect of Seasonal Affective Disorder on Stock Analysts' Earnings Estimates

Dolvin, Steven D. - 2010

Previous research finds that stock analysts exhibit both optimistic and pessimistic biases in their earnings forecasts, with the net result being a consistent, but declining, overestimation of forecasted earnings. We extend this research by examining the potential effect of Seasonal Affective...

Persistent link: https://www.econbiz.de/10013143222

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

Volatility, valuation ratios, and bubbles : an empirical measure of market sentiment

Gao, Can; Martin, Ian - 2021

We define a sentiment indicator based on option prices, valuation ratios and interest rates. The indicator can be interpreted as a lower bound on the expected growth in fundamentals that a rational investor would have to perceive in order to be happy to hold the market. The lower bound was...

Persistent link: https://www.econbiz.de/10012489383

Projected earnings accuracy and the profitability of stock recommendations

Hess, Dieter; Kreutzmann, Daniel; Pucker, Oliver - 2010

We document that investors can actually profit from the contemporaneous link between earnings accuracy and recommendation profitability (Loh and Mian (2006)). Differentiating between "able" and "lucky" analysts we suggest an implementable, i.e. look-ahead bias free, trading strategy that yields...

Persistent link: https://www.econbiz.de/10008696828

Projected earnings accuracy and the profitability of stock recommendations

Hess, Dieter; Kreutzmann, Daniel; Pucker, Oliver - 2011 - This version: February 2011

Analysts providing more accurate earnings forecasts also issue more profitable recommendations. We demonstrate how investors can profit from this contemporaneous link by differentiating between "able" and "lucky" analysts. In line with previous studies, we find that past track records alone are...

Persistent link: https://www.econbiz.de/10009705474

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