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Analysts' and investors' reactions to conistent earnings signals
Caylor, Marcus L.; Chritensen, Theodore E.; Johnson, … - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1041-1074
Persistent link: https://www.econbiz.de/10011535854
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Opportunity knocks but once : delayed disclosure of financial items in earnings announcements and neglect of earnings news
Li, Yifan; Nekrasov, Alexander; Teoh, Siew Hong - In: Review of accounting studies 25 (2020) 1, pp. 159-200
Persistent link: https://www.econbiz.de/10012231026
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The market reaction to analyst stock recommendation and earnings forecast consistency : international evidence
Bar-Niv, Ran; Chen, Min - In: Journal of international accounting auditing & taxation 39 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012299730
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Overconfidence bias, over/under-reaction of financial analysts on the Tunisian stock market, and their impact on the earnings forecasts
Bouteska, Ahmed; Regaieg, Boutheina - In: International journal of economics and financial issues … 7 (2017) 2, pp. 208-214
Persistent link: https://www.econbiz.de/10011786575
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Analysts' underreaction and momentum strategies
Gonçalves de Azevedo, Vitor - In: Journal of economic dynamics & control 146 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014478144
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Predictability of analyst earnings forecast errors and institutional and individual investors' reactions to earnings news
Bhattacharya, Nilabhra; Olsson, Per; Park, Hyungshin - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 4, pp. 826-853
Persistent link: https://www.econbiz.de/10012661995
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Intangible assets and analysts’ overreaction and underreaction to earnings information : empirical evidence from saudi arabia
Elkemali, Taoufik - In: Risks : open access journal 12 (2024) 4, pp. 1-16
Several prior studies indicate that financial analysts exhibit systematic underreaction to information; others illustrate systematic overreaction. We assume that cognitive biases influence analysts' behavior and that these misreactions are not systematic, but they depend on the nature of news....
Persistent link: https://www.econbiz.de/10014636511
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Attention : how high-frequency trading improves price efficiency following earnings announcements
Chakrabarty, Bidisha; Moulton, Pamela C.; Wang, Xu - In: Journal of financial markets 57 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013188308
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Does uncertainty boost overconfidence? : the case of financial analysts' forecasts
Bessière, Véronique; Elkemali, Taoufik - In: Managerial finance 40 (2014) 3, pp. 300-324
Persistent link: https://www.econbiz.de/10010256727
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Is all disaggregation good for investors? : evidence from earnings announcements
Holzman, Eric R.; Marshall, Nathan T.; Schroeder, Joseph H. - In: Review of accounting studies 26 (2021) 2, pp. 520-558
Persistent link: https://www.econbiz.de/10012548998