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Investor and (Value Line) Analyst Underreaction to Information about Future Earnings: The Corrective Role of Non‐Earnings‐Surprise Information

Citations

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Cited by:

  1. Jana Smith Raedy & Philip Shane & Yanhua Yang, 2006. "Horizon†Dependent Underreaction in Financial Analysts' Earnings Forecasts," Contemporary Accounting Research, John Wiley & Sons, vol. 23(1), pages 291-322, March.
  2. Wei-Da Chen & Chin-Te Yu, 2022. "The information value of interim accounting disclosures: evidence from mandatory monthly revenue reports," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 245-295, January.
  3. repec:grz:wpsses:2020-04 is not listed on IDEAS
  4. David P. Weber, 2009. "Do Analysts and Investors Fully Appreciate the Implications of Book†Tax Differences for Future Earnings?," Contemporary Accounting Research, John Wiley & Sons, vol. 26(4), pages 1175-1206, December.
  5. Perotti, Pietro & Rindi, Barbara, 2010. "Market makers as information providers: The natural experiment of STAR," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 895-917, December.
  6. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  7. Liu, Siqi & Yin, Chao & Zeng, Yeqin, 2021. "Abnormal investment and firm performance," International Review of Financial Analysis, Elsevier, vol. 78(C).
  8. Harald SCHMIDBAUER & Eren KALAYCIO?LU, 2008. "Crude Oil and Oil-Related Turkish Company Stocks: A Volatility Analysis," EcoMod2008 23800127, EcoMod.
  9. Li, Wanyun, 2022. "Disclosure of internal control material weaknesses and optimism in analyst earnings forecasts," International Journal of Accounting Information Systems, Elsevier, vol. 44(C).
  10. 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.
  11. Jeffrey T. Doyle & Russell J. Lundholm & Mark T. Soliman, 2006. "The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises," Journal of Accounting Research, Wiley Blackwell, vol. 44(5), pages 849-887, December.
  12. repec:osf:socarx:z7k3p_v1 is not listed on IDEAS
  13. Partha S. Mohanram & Shyam V. Sunder, 2006. "How Has Regulation FD Affected the Operations of Financial Analysts?," Contemporary Accounting Research, John Wiley & Sons, vol. 23(2), pages 491-525, June.
  14. Ran Barniv & Mark Myring, 2006. "An International Analysis of Historical and Forecast Earnings in Accounting‐Based Valuation Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1087-1109, September.
  15. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  16. Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2005. "Value Line and I/B/E/S earnings forecasts," International Journal of Forecasting, Elsevier, vol. 21(1), pages 185-198.
  17. Zolotoy, L., 2008. "Empirical essays on the information transfer between and the informational efficiency of stock markets," Other publications TiSEM 2a2652c6-1060-4622-8721-8, Tilburg University, School of Economics and Management.
  18. Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011. "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 832-850.
  19. Po‐Chang Chen & Ganapathi S. Narayanamoorthy & Theodore Sougiannis & Hui Zhou, 2020. "Analyst underreaction and the post‐forecast revision drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(9-10), pages 1151-1181, October.
  20. Truong, Cameron, 2010. "Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 139-157, April.
  21. Irene Cherono & Tobias Olweny & Tabitha Nasieku, 2019. "Investor Behavior Biases and Stock Market Reaction in Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-6.
  22. Henk Berkman & Cameron Truong, 2009. "Event Day 0? After‐Hours Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 47(1), pages 71-103, March.
  23. Linnainmaa, Juhani T. & Torous, Walter & Yae, James, 2016. "Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors," Journal of Financial Economics, Elsevier, vol. 122(1), pages 42-64.
  24. Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.
  25. Philip L. Baird, 2020. "Do investors recognize biases in securities analysts’ forecasts?," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 623-634, October.
  26. Friesen, Geoffrey & Weller, Paul A., 2006. "Quantifying cognitive biases in analyst earnings forecasts," Journal of Financial Markets, Elsevier, vol. 9(4), pages 333-365, November.
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