IDEAS home Printed from https://ideas.repec.org/r/eee/jaecon/v46y2008i1p201-215.html
   My bibliography  Save this item

Analyst responsiveness and the post-earnings-announcement drift

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018. "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 219-252, July.
  2. Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019. "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 331-343.
  3. Chen, Yong & Kelly, Bryan & Wu, Wei, 2020. "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 138(2), pages 316-341.
  4. Zhu, Hui, 2014. "Implications of limited investor attention to customer–supplier information transfers," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 405-416.
  5. Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 91421, University Library of Munich, Germany, revised 14 Dec 2018.
  6. Low, Rand Kwong Yew & Tan, Enoch, 2016. "The role of analyst forecasts in the momentum effect," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 67-84.
  7. Jiang, Danling & Norris, Dylan & Sun, Lin, 2021. "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, vol. 69(C).
  8. Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 89919, University Library of Munich, Germany, revised 09 Nov 2018.
  9. Eric R. Holzman & Nathan T. Marshall & Joseph H. Schroeder & Teri Lombardi Yohn, 2021. "Is all disaggregation good for investors? Evidence from earnings announcements," Review of Accounting Studies, Springer, vol. 26(2), pages 520-558, June.
  10. Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022. "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, vol. 83(C).
  11. Marie C. Blouin, 2012. "Does other information improve the usefulness of management earnings forecasts for analysts?," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 11(1), pages 93-112, February.
  12. Shen, Lingbo, 2022. "Essays on behavioral finance and corporate finance," Other publications TiSEM a9b98a25-a208-4ba6-9344-9, Tilburg University, School of Economics and Management.
  13. Zhipeng Yan & Yan Zhao & Wei Xu & Lee-Young Cheng, 2012. "Earnings response elasticity and post-earnings-announcement drift," Journal of Asset Management, Palgrave Macmillan, vol. 13(4), pages 287-305, August.
  14. Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020. "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, vol. 25(3), pages 1156-1199, September.
  15. Altınkılıç, Oya & Hansen, Robert S. & Ye, Liyu, 2016. "Can analysts pick stocks for the long-run?," Journal of Financial Economics, Elsevier, vol. 119(2), pages 371-398.
  16. Ruben M.T. Peixinho & Richard J. Taffler, 2011. "Are analysts misleading investors? The case of goingconcern opinions," CEFAGE-UE Working Papers 2011_22, University of Evora, CEFAGE-UE (Portugal).
  17. Peng-Chia Chiu & Ben Lourie & Alexander Nekrasov & Siew Hong Teoh, 2021. "Cater to Thy Client: Analyst Responsiveness to Institutional Investor Attention," Management Science, INFORMS, vol. 67(12), pages 7455-7471, December.
  18. deHaan, Ed & Shevlin, Terry & Thornock, Jacob, 2015. "Market (in)attention and the strategic scheduling and timing of earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 36-55.
  19. Chen, Kejing & Guo, Wenqi & Jiang, Lin & Xiong, Xiong & Yang, Mo, 2022. "Does time-space compression affect analyst forecast performance?," Research in International Business and Finance, Elsevier, vol. 62(C).
  20. Guanming He & Yun Sun & April Zhichao Li, 2024. "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 37-91, March.
  21. Josef Fink, 2020. "A Review of the Post-Earnings-Announcement Drift," Working Paper Series, Social and Economic Sciences 2020-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  22. Gu, Pu, 2020. "The effects of social bias against female analysts on markets," Journal of Corporate Finance, Elsevier, vol. 64(C).
  23. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  24. Yifan Li & Alexander Nekrasov & Siew Hong Teoh, 2020. "Opportunity knocks but once: delayed disclosure of financial items in earnings announcements and neglect of earnings news," Review of Accounting Studies, Springer, vol. 25(1), pages 159-200, March.
  25. Huang, Shiyang & Liu, Xin & Yin, Chengxi, 2019. "Investor target prices," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 39-57.
  26. Mustafa K. Yılmaz & Mine Aksoy & Tankut T. Çelik, 2020. "Market reaction to regulatory policy changes in financial statements filings: evidence from Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 567-605, December.
  27. Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022. "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  28. Kim, Yongtae & Lobo, Gerald J. & Song, Minsup, 2011. "Analyst characteristics, timing of forecast revisions, and analyst forecasting ability," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2158-2168, August.
  29. Yezegel, Ari, 2015. "Why do analysts revise their stock recommendations after earnings announcements?," Journal of Accounting and Economics, Elsevier, vol. 59(2), pages 163-181.
  30. Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
  31. Griffin, Paul A. & Neururer, Thaddeus & Sun, Estelle Y., 2020. "Environmental performance and analyst information processing costs," Journal of Corporate Finance, Elsevier, vol. 61(C).
  32. Yang, Baochen & Ye, Tao & Ma, Yao, 2022. "Financing anomaly, mispricing and cross-sectional return predictability," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 579-598.
  33. Li, Chao Kevin & Luo, Jin-hui & Soderstrom, Naomi S., 2020. "Air pollution and analyst information production," Journal of Corporate Finance, Elsevier, vol. 60(C).
  34. Yongtae Kim & Minsup Song, 2015. "Management Earnings Forecasts and Value of Analyst Forecast Revisions," Management Science, INFORMS, vol. 61(7), pages 1663-1683, July.
  35. Asad Kausar, 2018. "Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?," Management Science, INFORMS, vol. 64(10), pages 4877-4892, October.
  36. Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.
  37. Du, Mengqiao, 2023. "Locked-in at home: The gender difference in analyst forecasts after the COVID-19 school closures," Journal of Accounting and Economics, Elsevier, vol. 76(1).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.