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An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing

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  • Ho, Li-Chin Jennifer
  • Hassell, John M.
  • Swidler, Steve

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  • Ho, Li-Chin Jennifer & Hassell, John M. & Swidler, Steve, 1995. "An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing," Review of Financial Economics, Elsevier, vol. 4(2), pages 171-185.
  • Handle: RePEc:eee:revfin:v:4:y:1995:i:2:p:171-185
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    References listed on IDEAS

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    1. 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.
    2. Patell, James M. & Wolfson, Mark A., 1979. "Anticipated information releases reflected in call option prices," Journal of Accounting and Economics, Elsevier, vol. 1(2), pages 117-140, August.
    3. 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.
    4. Stephen A. Ross, 1976. "Options and Efficiency," The Quarterly Journal of Economics, Oxford University Press, vol. 90(1), pages 75-89.
    5. Chiras, Donald P. & Manaster, Steven, 1978. "The information content of option prices and a test of market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 213-234.
    6. O'brien, Patricia C., 1988. "Analysts' forecasts as earnings expectations," Journal of Accounting and Economics, Elsevier, vol. 10(1), pages 53-83, January.
    7. 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.
    8. 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.
    9. 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.
    10. Edwin J. Elton & Martin J. Gruber & Mustafa Gultekin, 1981. "Expectations and Share Prices," Management Science, INFORMS, vol. 27(9), pages 975-987, September.
    11. Diamond, Douglas W. & Verrecchia, Robert E., 1987. "Constraints on short-selling and asset price adjustment to private information," Journal of Financial Economics, Elsevier, vol. 18(2), pages 277-311, June.
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    Cited by:

    1. repec:eee:corfin:v:45:y:2017:i:c:p:687-709 is not listed on IDEAS
    2. 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.
    3. 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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