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Expectations and Share Prices

Citations

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Cited by:

  1. Guerard, John, 2023. "Harry Markowitz: An appreciation," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1496-1501.
  2. Beheshti, Bijan, 2015. "A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers," International Journal of Forecasting, Elsevier, vol. 31(2), pages 582-584.
  3. Lawrence D. Brown & Arianna Spina Pinello, 2007. "To What Extent Does the Financial Reporting Process Curb Earnings Surprise Games?," Journal of Accounting Research, Wiley Blackwell, vol. 45(5), pages 947-981, December.
  4. Ryan G. Chacon & Dan W. French & Kuntara Pukthuanthong, 2021. "The Information Content of NAV Estimates," The Journal of Real Estate Finance and Economics, Springer, vol. 63(4), pages 598-629, November.
  5. John A. Doukas & Chansog (Francis) Kim & Christos Pantzalis, 2002. "A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts," Journal of Finance, American Finance Association, vol. 57(5), pages 2143-2165, October.
  6. Schröder, David & Esterer, Florian, 2012. "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62077, Verein für Socialpolitik / German Economic Association.
  7. K. C. Kenneth Chu & W. H. Sophia Zhai, 2021. "Distress risk puzzle and analyst forecast optimism," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 429-460, August.
  8. Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos, 2005. "Security analysis, agency costs, and UK firm characteristics," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 493-507.
  9. Lorenzo Casavecchia & Gerhard Hambusch & Justin Hitchen, 2022. "The impact of analyst forecast errors on fundamental indexation: the Australian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 400-418, September.
  10. Liu, Yang & Blankenburg, Martin & Wang, Mei, 2023. "Earnings expectations of grey and green energy firms: Analysis against the background of global climate change mitigation," Energy Economics, Elsevier, vol. 121(C).
  11. 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).
  12. Guerard, John Jr. & Blin, John & Bender, Steve, 1998. "Forecasting earnings composite variables, financial anomalies, and efficient Japanese and U.S. portfolios," International Journal of Forecasting, Elsevier, vol. 14(2), pages 255-259, June.
  13. Gillam, Robert A. & Guerard, John B. & Cahan, Rochester, 2015. "News volume information: Beyond earnings forecasting in a global stock selection model," International Journal of Forecasting, Elsevier, vol. 31(2), pages 575-581.
  14. Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.
  15. Ryan Chacon & Dan French & Kuntara Pukthuanthong, 2018. "The Information Content of Analysts' Net Asset Value Estimates: The Case of Real Estate Investment Trusts (REITs)," ERES eres2018_82, European Real Estate Society (ERES).
  16. repec:dgr:rugsom:99e38 is not listed on IDEAS
  17. Gaétan Breton & Alain Schatt, 2000. "Rôle et caractérisation de l’analyse financière," Revue d'Économie Financière, Programme National Persée, vol. 59(4), pages 147-161.
  18. John B. Guerard, Jr. & Robert A. Gillam & Harry Markowitz & Ganlin Xu & Shijie Deng & Ziwei (Elaine) Wang, 2018. "Data Mining Corrections Testing in Chinese Stocks," Interfaces, INFORMS, vol. 48(2), pages 108-120, April.
  19. Silver, Steven D. & Raseta, Marko & Bazarova, Alina, 2023. "Stochastic resonance in the recovery of signal from agent price expectations," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
  20. Tzu-Ching Weng & Kai-Jui Hsu & Yi-Wei He, 2023. "The Impact of Corporate Political Connections on Analyst Forecast Quality," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-1.
  21. Higgins, Huong, 2013. "Can securities analysts forecast intangible firms’ earnings?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 155-174.
  22. Li‐Chin Jennifer Ho & John M. Hassell & Steve Swidler, 1995. "An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 171-185, March.
  23. Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J., 1995. "Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1025-1046, September.
  24. Golez, Benjamin & Marin, Jose M., 2015. "Price support by bank-affiliated mutual funds," Journal of Financial Economics, Elsevier, vol. 115(3), pages 614-638.
  25. Shao, Barret Pengyuan & Rachev, Svetlozar T. & Mu, Yu, 2015. "Applied mean-ETL optimization in using earnings forecasts," International Journal of Forecasting, Elsevier, vol. 31(2), pages 561-567.
  26. John B. Guerard & Harry Markowitz & Ganlin Xu & Ziwei Wang, 2018. "Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth," Annals of Operations Research, Springer, vol. 267(1), pages 203-219, August.
  27. Bandyopadhyay, Sati P. & Brown, Lawrence D. & Richardson, Gordon D., 1995. "Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects," International Journal of Forecasting, Elsevier, vol. 11(3), pages 429-445, September.
  28. Pervaiz Alam & Xiaoling Pu & Barry Hettler, 2018. "The sensitivity of the credit default swap market to financial analysts’ forecast revisions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 697-725, September.
  29. Rodríguez Arnulfo & Zúñiga Gerardo & Rodríguez Pedro N., 2008. "Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application," Working Papers 2008-02, Banco de México.
  30. Guerard, John B. & Markowitz, Harry & Xu, GanLin, 2015. "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," International Journal of Forecasting, Elsevier, vol. 31(2), pages 550-560.
  31. David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.
  32. Lim, Tiong Kiong & Kong, Hwee Chi, 2004. "New evidence on price impact of analyst forecast revisions," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 161-190.
  33. Yongtae Kim & Minsup Song, 2015. "Management Earnings Forecasts and Value of Analyst Forecast Revisions," Management Science, INFORMS, vol. 61(7), pages 1663-1683, July.
  34. Doukas, John A. & Kim, Chansog & Pantzalis, Christos, 2006. "Divergence of opinion and equity returns under different states of earnings expectations," Journal of Financial Markets, Elsevier, vol. 9(3), pages 310-331, August.
  35. Conroy, Robert M. & Harris, Robert S., 1995. "Analysts' earnings forecasts in Japan: Accuracy and sell-side optimism," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 393-408, December.
  36. Elkin Castaño Vélez & Luis Fernando Melo Velandia, 2000. "Metodos de combinacion de pronosticos: una aplicacion a la inflacion," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 52, pages 113-165, Enero Jun.
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