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Analysts' disagreement, self-selection, and stock returns

Wu, Liang; Long, Yunshen; Li, Wenyue; Wu, Bingyan - In: Journal of business economics and management 24 (2023) 1, pp. 37-53

Two ex-ante variables are introduced to characterize the analysts' biased behavior, namely the analysts' disagreement and self-selection in analysts' earnings forecasts. The study investigates the impact of the analysts' disagreement and self-selection on the stock returns. A theoretical...

Persistent link: https://www.econbiz.de/10014330637

Does idiosyncratic risk matter to momentum profits? : evidence from China

Kao, Wei-Shun; Wang, Li-Hsun; Lin, Chu-Hsiung; Huang, … - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1259-1264

Persistent link: https://www.econbiz.de/10012006820

When is a MAX not the MAX? : how news resolves information uncertainty

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51

Persistent link: https://www.econbiz.de/10012430435

The predictive qualities of earnings volatility and earnings uncertainty

Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500

Persistent link: https://www.econbiz.de/10010503364

Can we forecast better in periods of low uncertainty? : the role of technical indicators

Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014292349

Dispersed analysts' forecasts of firms' operational uncertainties and stock returns

Liu, Chang; Liu, Haiyue; Chen, Xi; Zhang, Yin; Guo, Min - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 316-326

Persistent link: https://www.econbiz.de/10013353012

The role of investor sentiment and valuation uncertainty in the changes around analyst recommendations : evidence from U.S. firms

Bouteska, Ahmed; Mili, Mehdi - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 73-96

Persistent link: https://www.econbiz.de/10013547860

Expected returns and risk in the stock market

Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300

Persistent link: https://www.econbiz.de/10014476857

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Can financial uncertainty forecast aggregate stock market returns?

Henry, Ólan Thomas John; Kerestecioglu, Semih; Pybis, Sam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10014532257

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