Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Brown, Lawrence D., 1993. "Earnings forecasting research: its implications for capital markets research," International Journal of Forecasting, Elsevier, vol. 9(3), pages 295-320, November.
- Brown, Lawrence D., 1993. "Reply to commentaries on "Earnings forecasting research: its implications for capital markets research"," International Journal of Forecasting, Elsevier, vol. 9(3), pages 343-344, November.
- Ou, Jane A. & Penman, Stephen H., 1989. "Financial statement analysis and the prediction of stock returns," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 295-329, November.
- Copeland, Thomas E. & Mayers, David, 1982. "The value line enigma (1965-1978) : A case study of performance evaluation issues," Journal of Financial Economics, Elsevier, vol. 10(3), pages 289-321, November.
- Edwin J. Elton & Martin J. Gruber & Mustafa Gultekin, 1981. "Expectations and Share Prices," Management Science, INFORMS, vol. 27(9), pages 975-987, September.
- Givoly, Dan & Lakonishok, Josef, 1979. "The information content of financial analysts' forecasts of earnings: Some evidence on semi-strong inefficiency," Journal of Accounting and Economics, Elsevier, vol. 1(3), pages 165-185, December.
- repec:bla:joares:v:22:y:1984:i:2:p:425-444 is not listed on IDEAS
- Collins, Daniel W. & Kothari, S. P. & Shanken, Jay & Sloan, Richard G., 1994. "Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association," Journal of Accounting and Economics, Elsevier, vol. 18(3), pages 289-324, November.
- repec:bla:joares:v:31:y:1993:i:2:p:190-215 is not listed on IDEAS
- Huberman, Gur & Kandel, Shmuel, 1987. "Value Line Rank and Firm Size," The Journal of Business, University of Chicago Press, vol. 60(4), pages 577-589, October.
- Anthony, Joseph H. & Ramesh, K., 1992. "Association between accounting performance measures and stock prices : A test of the life cycle hypothesis," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 203-227, August.
- Brown, Philip, 1993. "Comments on 'Earnings forecasting research: its implications for capital markets research' by L. Brown," International Journal of Forecasting, Elsevier, vol. 9(3), pages 331-335, November.
- Dimson, Elroy & Marsh, Paul R, 1984. " An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns," Journal of Finance, American Finance Association, vol. 39(5), pages 1257-1292, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mest, David P. & Plummer, Elizabeth, 1999. "Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: evidence from a nonlinear model," International Journal of Forecasting, Elsevier, vol. 15(3), pages 291-308, July.
- Andrea Menini & Michel Magnan & Antonio Parbonetti, 2011. "Fair Value Accounting: Information or Confusion for Financial Markets?," CIRANO Working Papers 2011s-56, CIRANO.
- Cho JOONG-SEOK, 2012. "The Effect Of Accruals On Security Analystsâ€™ Target Price Forecast Performance," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 228-234.
- Jeremiah Green & John R. M. Hand & X. Frank Zhang, 2016. "Errors and questionable judgments in analysts’ DCF models," Review of Accounting Studies, Springer, vol. 21(2), pages 596-632, June.
- Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2008. "The financial analyst forecasting literature: A taxonomy with suggestions for further research," International Journal of Forecasting, Elsevier, vol. 24(1), pages 34-75.
- Kiridaran Kanagaretnam & Gerald Lobo & Robert Mathieu, 2012. "CEO stock options and analysts’ forecast accuracy and bias," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 299-322, April.
- repec:eee:quaeco:v:66:y:2017:i:c:p:182-191 is not listed on IDEAS
- repec:gam:jsusta:v:9:y:2017:i:5:p:846-:d:99114 is not listed on IDEAS
- Hugon, Artur & Muslu, Volkan, 2010. "Market demand for conservative analysts," Journal of Accounting and Economics, Elsevier, vol. 50(1), pages 42-57, May.
- Jung, Jay Heon & Pae, Jinhan & Yoo, Choong-Yuel, 2015. "Do analysts treat winners and losers differently when forecasting earnings?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 531-549.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:11:y:1995:i:3:p:429-445. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.