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Author Info
Amir, E.
Lev, B.
Sougiannis, T.

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Abstract

We evaluate the contribution of analysts' earnings forecasts to investors' decisions by comparing the association between annual excess returns and a broad set of information items derived from financial statements with the association between excess returns and that information set plus the present value of five-year ahead analysts' earnings forecasts. We thus bring to a sharp focus the incremental contribution (over financial statement information) of the major product of analysts - near and medium-term earnings forecasts - to investors' decisions as reflected by annual excess returns. However, in assessing analysts' contribution from associations with stock returns care should be taken to account for the inherent simultaneity - analysts not only contribute (possibly) to investors, they also observe stock price behavior and learn from investors' decisions. We are therefore using a system of simultaneous equations to control for the endogeneity of both excess returns and analysts' forecasts, allowing us to isolate the net contribution of analysts' forecasts to capital markets

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Publisher Info
Paper provided by Columbia - Graduate School of Business in its series Papers with number 99-12.

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Length: 41 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:colubu:99-12

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Web page: http://www.columbia.edu/cu/business/
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Related research
Keywords: FORECASTS ; INFORMATION ; RESEARCH AND DEVELOPMENT;

Find related papers by JEL classification:
A11 - General Economics and Teaching - - General Economics - - - Role of Economics; Role of Economists

Cited by:
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  1. Goyal, Vidhan K. & Yamada, Takeshi, 2002. "Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan," CEI Working Paper Series 2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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