Analysts' forecasts as proxies for investor beliefs in empirical research
No abstract is available for this item.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Robert Conroy & Robert Harris, 1987. "Consensus Forecasts of Corporate Earnings: Analysts' Forecasts and Time Series Methods," Management Science, INFORMS, vol. 33(6), pages 725-738, June.
- repec:bla:joares:v:29:y:1991:i:2:p:302-321 is not listed on IDEAS
- Demski, Joel S. & Feltham, Gerald A., 1994. "Market response to financial reports," Journal of Accounting and Economics, Elsevier, vol. 17(1-2), pages 3-40, January.
- Brown, Lawrence D. & Hagerman, Robert L. & Griffin, Paul A. & Zmijewski, Mark E., 1987. "An evaluation of alternative proxies for the market's assessment of unexpected earnings," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 159-193, July.
- Barry, Christopher B. & Jennings, Robert H., 1992. "Information and Diversity of Analyst Opinion," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(02), pages 169-183, June.
- Fried, Dov & Givoly, Dan, 1982. "Financial analysts' forecasts of earnings : A better surrogate for market expectations," Journal of Accounting and Economics, Elsevier, vol. 4(2), pages 85-107, October.
- McNichols, Maureen & Trueman, Brett, 1994. "Public disclosure, private information collection, and short-term trading," Journal of Accounting and Economics, Elsevier, vol. 17(1-2), pages 69-94, January.
When requesting a correction, please mention this item's handle: RePEc:eee:jaecon:v:20:y:1995:i:1:p:31-60. 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)
If references are entirely missing, you can add them using this form.