An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing
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References listed on IDEAS
- 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.
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- Manaster, Steven & Rendleman, Richard J, Jr, 1982. " Option Prices as Predictors of Equilibrium Stock Prices," Journal of Finance, American Finance Association, vol. 37(4), pages 1043-1057, September.
- Stephen A. Ross, 1976.
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- Stephen A. Ross, "undated". "Options and Efficiency," Rodney L. White Center for Financial Research Working Papers 03-74, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Options and Efficiency," Rodney L. White Center for Financial Research Working Papers 3-74, Wharton School Rodney L. White Center for Financial Research.
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- Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
- 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. & Brown, Stephen J., 1985. "Differential Information and Security Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(04), pages 407-422, December.
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- repec:eee:corfin:v:45:y:2017:i:c:p:687-709 is not listed on IDEAS
- Ka Wai Choi & Xiaomeng Chen & Sue Wright & Hai Wu, 2014. "Analysts' Forecasts Following Forced CEO Changes," Abacus, Accounting Foundation, University of Sydney, vol. 50(2), pages 146-173, June.
- Boubakri, Narjess & Bouslimi, Lobna, 2016. "Directors’ and officers’ liability insurance and analyst forecast properties," Finance Research Letters, Elsevier, vol. 19(C), pages 22-32.
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