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Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction

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  • Bildersee, John
  • Radhakrishnan, Suresh
  • Ronen, Joshua

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  • Bildersee, John & Radhakrishnan, Suresh & Ronen, Joshua, 1996. "Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 99-111.
    • Handle: RePEc:eee:finana:v:5:y:1996:i:2:p:99-111
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    References listed on IDEAS

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    1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    2. Bamber, Ls, 1986. "The Information-Content Of Annual Earnings Releases - A Trading Volume Approach," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 40-56.
    3. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
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    Cited by:

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    2. Smales, Lee A. & Yang, Yi, 2015. "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 292-302.

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