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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

How Analysts’ Ability Affects Forecast Timing Under Bias and Uncertainty?

Malevergne, Yannick - 2018

present a model in which forecast accuracy and timing are affected by information uncertainty stemming from (i) the presence … of forecast bias and (ii) investors' limited capability to adjust to this bias. We assume that the presence of a bias is … affects the trade-off between timeliness and forecast quality. We find that the optimal forecasting time varies non …

Persistent link: https://www.econbiz.de/10012928822

Macroeconomic Uncertainty and Quantitative vs. Qualitative Inputs to Analyst Risk Forecasts

Bochkay, Khrystyna - 2020

Risk forecasting is crucial for informed investment decision-making. Moreover, the salience of investment risk increases during economically uncertain times. In this paper, we study how sell-side analysts form expectations of firm risk, under different macroeconomic conditions (low versus high...

Persistent link: https://www.econbiz.de/10012829616

Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors

Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10011590878

Macroeconomic uncertainty and quantitative versus qualitative inputs to analyst risk forecasts

Bochkay, Khrystyna; Joos, Peter R. - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 59-90

Persistent link: https://www.econbiz.de/10012596187

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

Incomplete diversification and asset pricing

Elliott, Robert Frank (contributor); … - 2002

Persistent link: https://www.econbiz.de/10003780988

Performanceanalyse von Aktieninvestmentfonds : eine theoretische Untersuchung externer Performancemaße

Scholz, Hendrik - 2002

Persistent link: https://www.econbiz.de/10001711418

Incomplete diversification and asset pricing

Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - In: Advances in finance and stochastics : essays in honour …, (pp. 101-124). 2002

Persistent link: https://www.econbiz.de/10001672227

Underlying Risk Preferences and Analyst Risk-Taking Behavior

Cleary, Sean - 2020

This study investigates the effect of underlying risk preferences on analysts' work-related decisions. Specifically, we examine whether facial width-to-height ratio (fWHR), an innate personal characteristic that has been linked to financial risk tolerance, affects analysts' stock coverage...

Persistent link: https://www.econbiz.de/10012853033

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