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Ten Years of Misleading Information - Investment Advice in Printed Media

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Author Info
Lidén, Erik R. () (Department of Economics, School of Business, Economics and Law, Göteborg University)
Rosenberg, Markus () (Department of Economics, School of Business, Economics and Law, Göteborg University)
Abstract

This paper analyzes the returns to stock recommendations published in eleven well-known Swedish morning newspapers, tabloids, business newspapers and magazines during the period 1995-2004 prior to, at the time of, and for up to a year after the recommendation was published. The sample size of 5,190 buy recommendations and 851 sell recommendations by far makes it the most comprehensive study of stock recommendations in the printed media to this date. Buy recommendations are found to insignificantly underperforming the risk-replicating portfolio by almost two percentage points for the year after they were published. Buy's of small- firm stocks outperform the risk-replicating portfolio whereas medium- and large-sized firms underperforms. Unique buy recommendations perform better than repeated ones. Sell-recommended stocks underperform stocks with the same riskiness. However, readers could not profit from them because they actually increase in value.

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File URL: http://www.handels.gu.se/epc/archive/00005184/01/gunwpe0230.pdf
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Publisher Info
Paper provided by Göteborg University, Department of Economics in its series Working Papers in Economics with number 230.

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Length: 34 pages
Date of creation: 30 Nov 2006
Date of revision:
Handle: RePEc:hhs:gunwpe:0230

Contact details of provider:
Postal: Department of Economics, School of Business, Economics and Law, Göteborg University Box 640, SE 405 30 GÖTEBORG, Sweden
Phone: 031-773 10 00
Web page: http://www.handels.gu.se/econ/
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Related research
Keywords: Stock recommendations effcient market hypothesis printed media initiations information asymmetry

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G20 - Financial Economics - - Financial Institutions and Services - - - General

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References listed on IDEAS
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. Michaely, Roni & Womack, Kent L, 1999. "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 653-86.
  2. John D. Lyon & Brad M. Barber & Chih-Ling Tsai, 1999. "Improved Methods for Tests of Long-Run Abnormal Stock Returns," Journal of Finance, American Finance Association, vol. 54(1), pages 165-201, 02. [Downloadable!] (restricted)
  3. Lin, Hsiou-wei & McNichols, Maureen F., 1998. "Underwriting relationships, analysts' earnings forecasts and investment recommendations," Journal of Accounting and Economics, Elsevier, vol. 25(1), pages 101-127, February. [Downloadable!] (restricted)
  4. Harrison Hong & Jeffrey D. Kubik, 2003. "Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts," Journal of Finance, American Finance Association, vol. 58(1), pages 313-351, 02. [Downloadable!] (restricted)
  5. Ljungqvist, Alexander P & Marston, Felicia & Wilhelm Jr, William J, 2003. "Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations," CEPR Discussion Papers 4162, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  6. Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March. [Downloadable!] (restricted)
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