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Dispersion of analysts' forecasts and the profitability of trading strategies around the preannouncement

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  • Chahine, Salim

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  • Chahine, Salim, 2004. "Dispersion of analysts' forecasts and the profitability of trading strategies around the preannouncement," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 67-79, February.
    • Handle: RePEc:eee:mulfin:v:14:y:2004:i:1:p:67-79
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    References listed on IDEAS

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    1. Andreas Dische, 2002. "Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies," European Financial Management, European Financial Management Association, vol. 8(2), pages 211-228, June.
    2. Kim, O & Verrecchia, Re, 1991. "Trading Volume And Price Reactions To Public Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 302-321.
    3. Degeorge, Francois & Patel, Jayendu & Zeckhauser, Richard, 1999. "Earnings Management to Exceed Thresholds," The Journal of Business, University of Chicago Press, vol. 72(1), pages 1-33, January.
    4. Foster, G, 1973. "Stock Market Reaction To Estimates Of Earnings Per Share By Company Officials," Journal of Accounting Research, Wiley Blackwell, vol. 11(1), pages 25-37.
    5. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
    6. Indjejikian, Rj, 1991. "The Impact Of Costly Information Interpretation On Firm Disclosure Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 277-301.
    7. Ajinkya, Bb & Gift, Mj, 1984. "Corporate Managers Earnings Forecasts And Symmetrical Adjustments Of Market Expectations," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 425-444.
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    Cited by:

    1. Salim Chahine, 2006. "Differential Interpretations, Private Information and Trading Volume Around French Firms' Good News vs. Bad News Preliminary Announcements," European Accounting Review, Taylor & Francis Journals, vol. 15(3), pages 403-429.

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