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Citations for "Do Security Analysts Overreact?"

by De Bondt, Werner F M & Thaler, Richard H

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  1. Matthew Rabin, 2001. "Inference by Believers in the Law of Small Numbers," Method and Hist of Econ Thought, EconWPA 0012002, EconWPA.
  2. Sunil Mohanty & Edward Aw, 2006. "Rationality of analysts' earnings forecasts: evidence from dow 30 companies," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(12), pages 915-929.
  3. Doukas, John A. & Kim, Chansog & Pantzalis, Christos, 2006. "Divergence of opinion and equity returns under different states of earnings expectations," Journal of Financial Markets, Elsevier, Elsevier, vol. 9(3), pages 310-331, August.
  4. Ha, Daesung & Chang, S. J., 1998. "The distribution of transaction intervals in common stock trading," International Review of Economics & Finance, Elsevier, Elsevier, vol. 7(1), pages 103-115.
  5. Paul-Valentin Ngobo & Jean-François Casta & Olivier Ramond, 2012. "Is customer satisfaction a relevant metric for financial analysts?," Post-Print halshs-00680003, HAL.
  6. Berg, Nathan, 2003. "Normative behavioral economics," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 32(4), pages 411-427, September.
  7. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 31(1-3), pages 105-231, September.
  8. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 1999. "The effect of forecast bias on market behavior: evidence from experimental asset markets," Working Paper, Federal Reserve Bank of Atlanta 99-4, Federal Reserve Bank of Atlanta.
  9. Ashiya, Masahiro, 2003. "Testing the rationality of Japanese GDP forecasts: the sign of forecast revision matters," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 263-269, February.
  10. Zion, Uri Ben & Erev, Ido & Haruvy, Ernan & Shavit, Tal, 2010. "Adaptive behavior leads to under-diversification," Journal of Economic Psychology, Elsevier, Elsevier, vol. 31(6), pages 985-995, December.
  11. Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," Working Paper Series in Business Administration, Stockholm School of Economics 2004:9, Stockholm School of Economics.
  12. Zitzewitz, Eric, 2001. "Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers," Research Papers 1802, Stanford University, Graduate School of Business.
  13. Baytas, Ahmet & Cakici, Nusret, 1999. "Do markets overreact: International evidence," Journal of Banking & Finance, Elsevier, vol. 23(7), pages 1121-1144, July.
  14. Benzion, Uri & Krupalnik, Lena & Rosenfeld, Ahron & Shahrabani, Shosh & Shavit, Tal, 2012. "The effect of short-term information on long-term investment: An experimental study," Economics Letters, Elsevier, vol. 116(1), pages 20-22.
  15. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Paper Series 2001-01, Federal Reserve Bank of San Francisco.
  16. Holden, Steinar & Kolsrud, Dag, 1999. "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, vol. 43(8), pages 1531-1567, August.
  17. Sirnes, Espen, 1997. "Theories and Tests for Bubbles," MPRA Paper 53464, University Library of Munich, Germany, revised 1997.
  18. Chen, Shaw K. & Lin, Bing-Xuan & Wang, Yaping & Wu, Liansheng, 2010. "The frequency and magnitude of earnings management: Time-series and multi-threshold comparisons," International Review of Economics & Finance, Elsevier, Elsevier, vol. 19(4), pages 671-685, October.
  19. Coen, Alain & Desfleurs, Aurelie, 2004. "The evolution of financial analysts' forecasts on Asian emerging markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 14(4-5), pages 335-352.
  20. Gavious, Ilanit & Parmet, Yisrael, 2010. "Do private firm valuations contain incremental information content over routine analyst valuations?," Research in International Business and Finance, Elsevier, Elsevier, vol. 24(2), pages 223-234, June.
  21. Bartov, Eli & Givoly, Dan & Hayn, Carla, 2002. "The rewards to meeting or beating earnings expectations," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 33(2), pages 173-204, June.
  22. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics 090, University of Modena and Reggio E., Dept. of Economics.
  23. Achim Himmelmann & Dirk Schiereck & Marc Simpson & Moritz Zschoche, 2012. "Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency," Journal of Economics and Finance, Springer, Springer, vol. 36(2), pages 400-423, April.
  24. Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo, 2008. "Updating expectations: An analysis of post-9/11 returns," Journal of Financial Markets, Elsevier, Elsevier, vol. 11(4), pages 400-432, November.
  25. Patton, Andrew J & Timmermann, Allan G, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4037, C.E.P.R. Discussion Papers.
  26. Ciccone, Stephen J., 2005. "Trends in analyst earnings forecast properties," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 1-22.
  27. Zhaoyang Gu & Jian Xue, 2007. "Do analysts overreact to extreme good news in earnings?," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 29(4), pages 415-431, November.
  28. Shengle Lin & Stephen Rassenti, 2010. "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers 10-05, Chapman University, Economic Science Institute.
  29. Elnathan, Dan & Gavious, Ilanit & Hauser, Shmuel, 2010. "An analysis of private versus public firm valuations and the contribution of financial experts," The International Journal of Accounting, Elsevier, vol. 45(4), pages 387-412, December.
  30. Sarra Elleuch, 2001. "Le Comportement Des Investisseurs Et Des Analystes Financiers Lors De L'Annonce Des Informations Comptables Etude De Quatre Evenements Publies Sur Le Marche Financier Français," Post-Print halshs-00584628, HAL.
  31. Gompers, Paul & Kovner, Anna & Lerner, Josh & Scharfstein, David, 2008. "Venture capital investment cycles: The impact of public markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 87(1), pages 1-23, January.
  32. Daske, Stefan, 2002. "Winner-Loser-Effekte am deutschen Aktienmarkt," SFB 373 Discussion Papers 2002,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  33. Spronk, Richard & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013. "Carry trade and foreign exchange rate puzzles," European Economic Review, Elsevier, vol. 60(C), pages 17-31.
  34. Douglas Stevens & Arlington Williams, 2004. "Inefficiency in Earnings Forecasts: Experimental Evidence of Reactions to Positive vs. Negative Information," Experimental Economics, Springer, Springer, vol. 7(1), pages 75-92, February.
  35. Friesen, Geoffrey & Weller, Paul A., 2006. "Quantifying cognitive biases in analyst earnings forecasts," Journal of Financial Markets, Elsevier, Elsevier, vol. 9(4), pages 333-365, November.
  36. KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM, 2004. "A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions," Finance, EconWPA 0412006, EconWPA.
  37. Yu, Jialin, 2011. "Disagreement and return predictability of stock portfolios," Journal of Financial Economics, Elsevier, Elsevier, vol. 99(1), pages 162-183, January.
  38. Yaw Mensah & Robert Werner, 2008. "The capital market implications of the frequency of interim financial reporting: an international analysis," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 31(1), pages 71-104, July.
  39. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc.
  40. Haris Bin Jamil & Aisha Ghazi Aurakzai & Muhammad Subayyal, 2014. "Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, Department of Economics, The Lahore School of Economics, vol. 19(1), pages 91-109, Jan-June.
  41. Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance, EconWPA 0512011, EconWPA.
  42. Enke, Margit & Reimann, Martin, 2003. "Kulturell bedingtes Investorenverhalten: Ausgewählte Probleme des Kommunikations- und Informationsprozesses der Investor relations," Freiberg Working Papers 2003,08, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
  43. Lin, Shengle & Rassenti, Stephen, 2012. "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 39-61.
  44. Jáki, Erika, 2013. "A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre
    [The financial crisis as negative information and a fa
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1357-1369.
  45. Cornell, Bradford, 2000. "Valuing Intel: A Strange Tale of Analysts and Announcements," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt4dm1h6qh, Anderson Graduate School of Management, UCLA.
  46. Abarbanell, Jeffery & Lehavy, Reuven, 2003. "Biased forecasts or biased earnings? The role of reported earnings in explaining apparent bias and over/underreaction in analysts' earnings forecasts," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 36(1-3), pages 105-146, December.
  47. El-Galfy, Ahmed M. & Forbes, William P., 2004. "Are forecasts of corporate profits rational? A note and further evidence," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(4), pages 617-626, September.
  48. Marc Schwartz & Eric Bayle, 2005. "A quoi servent les analystes financiers ?," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 81(4), pages 211-235.
  49. Ming-Chi Chen & Chin-Yu Wang & So-De Shyu, 2012. "Liquidity and the Future Stock Returns of the REIT Industry," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(3), pages 588-603, October.
  50. Mamatzakis, E. & Koutsomanoli-Filippaki, A., 2014. "Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences," Energy Policy, Elsevier, vol. 68(C), pages 567-575.
  51. Alain Schatt & Thierry Roy, 2002. "Analyse Empirique Des Ecarts De Previsions De Benefices Dans Les Prospectus D'Introduction : Le Cas Francais," Post-Print halshs-00584529, HAL.
  52. David Goldbaum, 2000. "Profitability And Market Stability: Fundamentals And Technical Trading Rules," Computing in Economics and Finance 2000, Society for Computational Economics 85, Society for Computational Economics.
  53. Russell Sobel & S. Travis Raines, 2003. "An examination of the empirical derivatives of the favourite-longshot bias in racetrack betting," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(4), pages 371-385.
  54. van der Sar, Nico L., 2004. "Behavioral finance: How matters stand," Journal of Economic Psychology, Elsevier, Elsevier, vol. 25(3), pages 425-444, June.
  55. Stefano Bonini & Diana Boraschi, 2010. "Corporate Scandals and Capital Structure," Journal of Business Ethics, Springer, Springer, vol. 95(2), pages 241-269, September.
  56. Beshears, John & Milkman, Katherine L., 2011. "Do sell-side stock analysts exhibit escalation of commitment?," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 304-317, March.
  57. Lucy F. Ackert & George Athanassakos, 2000. "A simultaneous equations analysis of analysts’ forecast bias and institutional ownership," Working Paper, Federal Reserve Bank of Atlanta 2000-5, Federal Reserve Bank of Atlanta.
  58. Martin Wallmeier, 2005. "Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s," Financial Markets and Portfolio Management, Springer, Springer, vol. 19(2), pages 131-151, August.
  59. Libby, Robert & Bloomfield, Robert & Nelson, Mark W., 2002. "Experimental research in financial accounting," Accounting, Organizations and Society, Elsevier, vol. 27(8), pages 775-810, November.
  60. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(1), pages 139-209, January.
  61. Iuliia Brushko, 2013. "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers wp498, The Center for Economic Research and Graduate Education - Economic Institute, Prague.