Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis
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Volume (Year): 37 (2011)
Issue (Month): 4 (November)
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- Gilles Hilary & Lior Menzly, 2006.
"Does Past Success Lead Analysts to Become Overconfident?,"
INFORMS, vol. 52(4), pages 489-500, April.
- Gilles Hilary & Lior Menzly, 2006. "Does past success lead analysts to become overconfident?," Post-Print hal-00482318, HAL.
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- Clement, Michael B., 1999. "Analyst forecast accuracy: Do ability, resources, and portfolio complexity matter?," Journal of Accounting and Economics, Elsevier, vol. 27(3), pages 285-303, July.
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- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Douglas T. Breeden & Michael R Gibbons & Robert H. Litzenberger, "undated". "Empirical Tests of the Consumption-Oriented CAPM," Rodney L. White Center for Financial Research Working Papers 7-89, Wharton School Rodney L. White Center for Financial Research.
- repec:bla:joares:v:35:y:1997:i::p:131-157 is not listed on IDEAS
- Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2008. "The financial analyst forecasting literature: A taxonomy with suggestions for further research," International Journal of Forecasting, Elsevier, vol. 24(1), pages 34-75.
- Stickel, Scott E, 1992. " Reputation and Performance among Security Analysts," Journal of Finance, American Finance Association, vol. 47(5), pages 1811-1836, December.
- Mikhail, Michael B. & Walther, Beverly R. & Willis, Richard H., 2003. "The effect of experience on security analyst underreaction," Journal of Accounting and Economics, Elsevier, vol. 35(1), pages 101-116, April.
- Loh, Roger K. & Mian, G. Mujtaba, 2006. "Do accurate earnings forecasts facilitate superior investment recommendations?," Journal of Financial Economics, Elsevier, vol. 80(2), pages 455-483, May. Full references (including those not matched with items on IDEAS)
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