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The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
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Analysts' forecast dispersion and stock market anomalies : The role of forecast bias
Liu, Tingting - 2020
We show that understanding the role of analysts' forecast bias is central to discovering the behavior that causes some … stocks to have high analyst forecast dispersion. This finding is important because stocks with high analyst forecast … dispersion contribute significantly to many important anomalies. We first explain how forecast bias produces significant negative …
Persistent link: https://www.econbiz.de/10012853676
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Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215
Persistent link: https://www.econbiz.de/10013464486
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Do analysts' target prices stabilize the stock market?
Buxbaum, Markus; Schultze, Wolfgang; Tiras, Samuel L. - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 763-816
Persistent link: https://www.econbiz.de/10014342078
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The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
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Who inflates the bubble? : forecasters and traders in experimental asset markets
Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501308
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The Role of 'Other Information' in Analysts’ Forecasts in Understanding Stock Return Volatility
Shan, Yaowen - 2013
This study proposes and validates “other information” in analysts' forecasts as a legitimate proxy for future cash flows, and examines its incremental role in explaining stock return volatility. We suggest that “other information” contains information about fundamentals beyond that...
Persistent link: https://www.econbiz.de/10013075116
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On the internal consistency of stock market forecasts
Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The journal of behavioral finance : a publication of … 15 (2014) 4, pp. 351-359
Persistent link: https://www.econbiz.de/10011303196
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The impact of size and book-to-market among paired stocks
Mohrschladt, Hannes - In: The journal of asset management 19 (2018) 6, pp. 384-393
Persistent link: https://www.econbiz.de/10011958096
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Dynamic Analysis between Sin Stocks and Investor Sentiment
Perez-Liston, Daniel - 2017
This paper examines the temporal relationship between sin stocks and investor sentiment using vector autoregressive models. It decomposes sin returns into a market-based and pure sin component and then performs dynamic statistical modeling on the pure sin portfolio. Next, it attempts to...
Persistent link: https://www.econbiz.de/10012948710