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Following the leader: *1: a study of individual analysts' earnings forecasts

  • Cooper, Rick A.
  • Day, Theodore E.
  • Lewis, Craig M.
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    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 61 (2001)
    Issue (Month): 3 (September)
    Pages: 383-416

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    Handle: RePEc:eee:jfinec:v:61:y:2001:i:3:p:383-416
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    1. Trueman, Brett, 1994. "Analyst Forecasts and Herding Behavior," Review of Financial Studies, Society for Financial Studies, vol. 7(1), pages 97-124.
    2. John R. Graham, 1999. "Herding among Investment Newsletters: Theory and Evidence," Journal of Finance, American Finance Association, vol. 54(1), pages 237-268, 02.
    3. Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A., 1982. "Empirical anomalies based on unexpected earnings and the importance of risk adjustments," Journal of Financial Economics, Elsevier, vol. 10(3), pages 269-287, November.
    4. Michaely, Roni & Vila, Jean-Luc, 1996. "Trading Volume with Private Valuation: Evidence from the Ex-dividend Day," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 471-509.
    5. Lamont, Owen A., 2002. "Macroeconomic forecasts and microeconomic forecasters," Journal of Economic Behavior & Organization, Elsevier, vol. 48(3), pages 265-280, July.
    6. Womack, Kent L, 1996. " Do Brokerage Analysts' Recommendations Have Investment Value?," Journal of Finance, American Finance Association, vol. 51(1), pages 137-67, March.
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