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Do Security Analysts Speak in Two Tongues?

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Author Info
Ulrike Malmendier
Devin Shanthikumar
Abstract

Why do security analysts issue overly positive recommendations? One explanation is that analysts pick their favorite stocks and are truly too optimistic. An alternative explanation is that analysts distort recommendations to maximize trade commissions and underwriting business, particularly if affiliated with an underwriter. We use a novel approach to assess the relative importance of both explanations, exploiting the concurrent issuance of recommendations and earnings forecasts. We first show that small traders follow recommendations but not forecast updates; large traders discount recommendations and follow forecasts. As a result, analysts with conflicting interests may distort recommendations upwards to trigger small-investor purchases and to please management, but may not distort forecasts. They may in fact distort forecasts downwards shortly before the announcement to allow management to beat the forecast. If analysts are, instead, truly too optimistic they should express their positive view both in recommendations and in forecasts. We find that affiliated analysts issue more optimistic recommendations but more pessimistic forecasts than unaffiliated analysts. Moreover, the affiliated analysts who have the most positive recommendations outstanding also give the most negative forecasts, consistent with heterogeneity in incentive distortion but not in optimism.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 13124.

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Date of creation: May 2007
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Handle: RePEc:nbr:nberwo:13124

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Find related papers by JEL classification:
D14 - Microeconomics - - Household Behavior - - - Personal Finance
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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  1. Lee, Charles M. C. & Radhakrishna, Balkrishna, 2000. "Inferring investor behavior: Evidence from TORQ data," Journal of Financial Markets, Elsevier, vol. 3(2), pages 83-111, May. [Downloadable!] (restricted)
  2. Odders-White, Elizabeth R., 2000. "On the occurrence and consequences of inaccurate trade classification," Journal of Financial Markets, Elsevier, vol. 3(3), pages 259-286, August. [Downloadable!] (restricted)
  3. Lee, Charles M. C., 1992. "Earnings news and small traders : An intraday analysis," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 265-302, August. [Downloadable!] (restricted)
  4. 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)
  5. 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)
  6. Morgan, John & Stocken, Phillip C, 2003. " An Analysis of Stock Recommendations," RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 183-203, Spring.
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  7. Steven A. Sharpe, 2002. "How does the market interpret analysts' long-term growth forecasts?," Finance and Economics Discussion Series 2002-7, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, vol. 53(6), pages 1839-1885, December. [Downloadable!] (restricted)
  9. Marco Ottaviani & Francesco Squintani, 2002. "Non-Fully Strategic Information Transmission," Wallis Working Papers WP29, University of Rochester - Wallis Institute of Political Economy. [Downloadable!]
  10. Lee, Charles M C & Ready, Mark J, 1991. " Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, vol. 46(2), pages 733-46, June. [Downloadable!] (restricted)
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