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Information and opinions in financial markets
Banerjee, Snehal - 2007
Persistent link: https://www.econbiz.de/10009691380
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Short-term reversals, short-term momentum, and news-driven trading activity
Chiang, I-Hsuan Ethan; Kirby, Chris; Nie, Ziye Zoe - In: Journal of banking & finance 125 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012819653
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Mechanical earnings forecasts and characteristic-based models for expected stock returns
Meuter, Martin - In: Three essays on the performance of earnings forecasts …, (pp. 38-67). 2018
Persistent link: https://www.econbiz.de/10011887237
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Earnings belief risk and the cross-section of stock returns
Gibson Brandon, Rajana; Wang, Songtao - In: Review of finance : journal of the European Finance … 24 (2020) 5, pp. 1107-1158
Persistent link: https://www.econbiz.de/10012403814
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Earnings forecasting research : an overview and critique
Peek, Erik - 1997
Persistent link: https://www.econbiz.de/10000968742
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The price of firm-level information uncertainty
Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
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Earnings expectations, investor trade size, and anomalous returns around earnings announcements
Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of financial economics 77 (2005) 2, pp. 289-319
Persistent link: https://www.econbiz.de/10003052530
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Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R. - In: Journal of accounting & economics 21 (1996) 3, pp. 279-295
Persistent link: https://www.econbiz.de/10001204782
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Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients
Ali, Ashiq - In: Journal of accounting & economics 15 (1992) 2, pp. 249-264
Persistent link: https://www.econbiz.de/10001330741
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Heteroeneous forecasters and nonlinear expectation formation in US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...
Persistent link: https://www.econbiz.de/10010479018