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A direct test of the cognitive bias theory of share price reversals

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Cited by:

  1. repec:eco:journ1:2017-02-28 is not listed on IDEAS
  2. Chen, An-Sing & Hong, Bi-Shia, 2006. "Institutional ownership changes and returns around analysts' earnings forecast release events: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2471-2488, September.
  3. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(3), pages 305-334, Summer.
  4. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  5. Knapp, Morris & Gart, Alan & Chaudhry, Mukesh, 2006. "The impact of mean reversion of bank profitability on post-merger performance in the banking industry," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3503-3517, December.
  6. Rotheli, Tobias F., 2005. "The illusion of over-optimism in survey data: the case of manufacturers' selling prices," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 34(2), pages 151-159, March.
  7. Ivkovic, Zoran & Jegadeesh, Narasimhan, 2004. "The timing and value of forecast and recommendation revisions," Journal of Financial Economics, Elsevier, vol. 73(3), pages 433-463, September.
  8. Philip Baird & Pinar Geylani & Jeffrey Roberts, 2012. "Corporate Social and Financial Performance Re-Examined: Industry Effects in a Linear Mixed Model Analysis," Journal of Business Ethics, Springer, vol. 109(3), pages 367-388, September.
  9. Low, Rand Kwong Yew & Tan, Enoch, 2016. "The role of analyst forecasts in the momentum effect," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 67-84.
  10. Cohen, Daniel A. & Lys, Thomas Z., 2003. "A note on analysts' earnings forecast errors distribution," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 147-164, December.
  11. Basu, Sudipta & Markov, Stanimir, 2004. "Loss function assumptions in rational expectations tests on financial analysts' earnings forecasts," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 171-203, December.
  12. Espahbodi, Reza & Dugar, Amitabh & Tehranian, Hassan, 2001. "Further evidence on optimism and underreaction in analysts' forecasts," Review of Financial Economics, Elsevier, vol. 10(1), pages 1-21.
  13. Anna M. Cianci & Satoris S. Culbertson, 2010. "The Impact of Motivational and Cognitive Factors on Optimistic Earnings Forecasts," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 11, Edward Elgar Publishing.
  14. repec:kap:jbuset:v:148:y:2018:i:1:d:10.1007_s10551-016-3357-6 is not listed on IDEAS
  15. Yu, Susana & Lord, Richard A. & Webb, Gwendolyn, 2010. "The hot-growth companies: How well do analysts predict their performance?," Journal of Economics and Business, Elsevier, vol. 62(3), pages 195-219, May.
  16. 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.
  17. Kim, Yongtae & Lobo, Gerald J. & Song, Minsup, 2011. "Analyst characteristics, timing of forecast revisions, and analyst forecasting ability," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2158-2168, August.
  18. Basyah, Mohammad & Hartigan, James C., 2007. "Analyst earnings forecast revisions and the persistence of antidumping relief," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 383-399.
  19. Abarbanell, Jeffery & Lehavy, Reuven, 2003. "Biased forecasts or biased earnings? The role of reported earnings in explaining apparent bias and over/underreaction in analysts' earnings forecasts," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 105-146, December.
  20. repec:eee:jaecon:v:63:y:2017:i:2:p:231-252 is not listed on IDEAS
  21. Amir, Eli & Ganzach, Yoav, 1998. "Overreaction and underreaction in analysts' forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 333-347, November.
  22. Huijgen, Carel & Plantinga, Auke, 1999. "Analysts' earnings forecasts and international asset allocation," Research Report 99E38, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  23. Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 1995. "Momentum Strategies," NBER Working Papers 5375, National Bureau of Economic Research, Inc.
  24. repec:dgr:rugsom:99e38 is not listed on IDEAS
  25. Eric S. Fung & Kin Lam & Tak-Kuen Siu & Wing-Keung Wong, 2011. "A Pseudo-Bayesian Model for Stock Returns In Financial Crises," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 4(1), pages 1-31, December.
  26. Lam, Kin & Liu, Taisheng & Wong, Wing-Keung, 2010. "A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction," European Journal of Operational Research, Elsevier, vol. 203(1), pages 166-175, May.
  27. Chaney, Paul K. & Hogan, Chris E. & Jeter, Debra C., 1999. "The effect of reporting restructuring charges on analysts' forecast revisions and errors," Journal of Accounting and Economics, Elsevier, vol. 27(3), pages 261-284, July.
  28. 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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