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Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviaitons of Stock Returns

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  • Ajinkya, Bipin B
  • Gift, Michael J

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  • Ajinkya, Bipin B & Gift, Michael J, 1985. " Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviaitons of Stock Returns," Journal of Finance, American Finance Association, vol. 40(5), pages 1353-1365, December.
  • Handle: RePEc:bla:jfinan:v:40:y:1985:i:5:p:1353-65
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    Cited by:

    1. Terence Tai-Leung Chong & Xiaolei Wang, 2009. "The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 2(1), pages 1-19, December.
    2. Abarbanell, Jeffery S. & Lanen, William N. & Verrecchia, Robert E., 1995. "Analysts' forecasts as proxies for investor beliefs in empirical research," Journal of Accounting and Economics, Elsevier, vol. 20(1), pages 31-60, July.
    3. Ahmet Tezel, 1988. "The Value Line Stock Rankings And The Option Model Implied Standard Deviations," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 215-225, September.
    4. Brancati, Emanuele & Macchiavelli, Marco, 2015. "The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession," Finance and Economics Discussion Series 2015-79, Board of Governors of the Federal Reserve System (U.S.).
    5. Atmaz, Adem & Basak, Suleyman, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
    6. Vishal Gaur & Saravanan Kesavan & Ananth Raman & Marshall L. Fisher, 2007. "Estimating Demand Uncertainty Using Judgmental Forecasts," Manufacturing & Service Operations Management, INFORMS, vol. 9(4), pages 480-491, April.
    7. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    8. Post, Thomas & Hanewald, Katja, 2013. "Longevity risk, subjective survival expectations, and individual saving behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 200-220.

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