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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 41 (1986)
Issue (Month): 3 (July)
Pages: 699-713
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jfinan:v:41:y:1986:i:3:p:699-713

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002. "Information Content of Equity Analyst Reports," NBER Working Papers 9246, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004. "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series dp356, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
3. John R. Graham & Campbell R. Harvey, 1997. "Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations," NBER Working Papers 4890, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Graham, John R. & Harvey, Campbell R., 1996. "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November. [Downloadable!] (restricted)
4. Asquith, Paul & Mikhail, Michael & Au, Andrea, 2004. "Information Content of Equity Analyst Reports," Working papers 4264-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]

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