Analysts' Selective Coverage and Subsequent Performance of Newly Public Firms
Abstract
This study examines the ability of analysts to forecast future firm performance, based on the selective coverage of newly public firms. We hypothesize that the decision to provide coverage contains information about an analyst's underlying expectation of a firm's future prospects. We extract this expectation by obtaining "residual analyst coverage" from a model of initial analyst following. We document that in the three subsequent years, initial public offerings with high residual coverage have significantly better returns and operating performance than those with low residual coverage. This evidence indicates analysts have superior predictive abilities and selectively provide coverage for firms about which their true expectations are favorable. Copyright 2006 by The American Finance Association.Download Info
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Bibliographic Info
Article provided by American Finance Association in its journal The Journal of Finance.
Volume (Year): 61 (2006)
Issue (Month): 3 (06)
Pages: 1159-1185
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Beyer, Anne & Cohen, Daniel A. & Lys, Thomas Z. & Walther, Beverly R., 2010. "The financial reporting environment: Review of the recent literature," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 296-343, December.
- Alessandra Guariglia & Robert Carpenter, 2007.
"Investment behavior, observable expectations, and internal funds: a comment on Cummins et al. (AER, 2006),"
Economics Bulletin,
AccessEcon, vol. 5(12), pages 1-12.
- Robert E. Carpenter & Alessandra Guariglia, . "Investment behavior, observable expectations, and internal funds: a comment on Cummins et al. (AER, 2006)," Discussion Papers 07/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2008. "The financial analyst forecasting literature: A taxonomy with suggestions for further research," International Journal of Forecasting, Elsevier, vol. 24(1), pages 34-75.
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