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Quantifying cognitive biases in analyst earnings forecasts

  • Friesen, Geoffrey
  • Weller, Paul A.
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    File URL: http://www.sciencedirect.com/science/article/B6VHN-4KPPCN5-1/2/6e0f5ee0e360b7c4773c1402adbc83a9
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    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 9 (2006)
    Issue (Month): 4 (November)
    Pages: 333-365

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    Handle: RePEc:eee:finmar:v:9:y:2006:i:4:p:333-365
    Contact details of provider: Web page: http://www.elsevier.com/locate/finmar

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    21. Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, EconWPA.
    22. De Bondt, Werner F M & Thaler, Richard H, 1990. "Do Security Analysts Overreact?," American Economic Review, American Economic Association, vol. 80(2), pages 52-57, May.
    23. Bernard, Victor L. & Thomas, Jacob K., 1990. "Evidence that stock prices do not fully reflect the implications of current earnings for future earnings," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 305-340, December.
    24. Michaely, Roni & Womack, Kent L, 1999. "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 653-86.
    25. Goetzmann, William N & Peles, Nadav, 1997. "Cognitive Dissonance and Mutual Fund Investors," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 145-58, Summer.
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    32. Terrance Odean, 1998. "Volume, Volatility, Price, and Profit When All Traders Are Above Average," Journal of Finance, American Finance Association, vol. 53(6), pages 1887-1934, December.
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