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Expectations and the Structure of Share Prices

Citations

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Cited by:

  1. Salvatore TERREGROSSA, 2010. "Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth," EcoMod2004 330600139, EcoMod.
  2. Doho, Libaud Rudy Aurelien & Somé, Sobom Matthieu & Banto, Jean Michel, 2023. "Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis," Emerging Markets Review, Elsevier, vol. 54(C).
  3. repec:adr:anecst:y:1991:i:24:p:01 is not listed on IDEAS
  4. David DeBoeuf & Hongbok Lee & Alex Stanley, 2013. "Improved alternatives to price multiple and earnings growth ratios used by bottom-up investors," Applied Financial Economics, Taylor & Francis Journals, vol. 23(22), pages 1745-1754, November.
  5. Bagella, Michele & Becchetti, Leonardo & Adriani, Fabrizio, 2005. "Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 549-581, June.
  6. Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018. "Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets," Research in Economics, Elsevier, vol. 72(1), pages 117-146.
  7. Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien, 2014. "Gender heterogeneity in the sell-side analyst recommendation issuing process," Finance Research Letters, Elsevier, vol. 11(2), pages 104-111.
  8. Fredj Jawadi & Georges Prat, 2017. "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 661-695, October.
  9. Jeffrey Hobbs & Hei Wai Lee & Vivek Singh, 2017. "New evidence on the effect of belief heterogeneity on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 289-309, February.
  10. Jacques A. Schnabel, 2009. "Divergence of opinion and valuation in a mean‐variance framework," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 26(3), pages 148-154, July.
  11. Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc.
  12. Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, vol. 30(7), pages 1233-1260, July.
  13. Leonardo Becchetti & Stefania Di Giacomo, 2007. "Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis," The European Journal of Finance, Taylor & Francis Journals, vol. 13(3), pages 195-226.
  14. repec:dau:papers:123456789/78 is not listed on IDEAS
  15. Parkash, Mohinder & Dhaliwal, Dan S. & Salatka, William K., 1995. "How certain firm-specific characteristics affect the accuracy and dispersion of analysts' forecasts : A latent variables approach," Journal of Business Research, Elsevier, vol. 34(3), pages 161-169, November.
  16. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
  17. Bokhyeon Baik & Cheolbeom Park, 2003. "Dispersion of analysts' expectations and the cross-section of stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 829-839.
  18. Michael Rothschild, 1985. "Asset Pricing Theories," NBER Technical Working Papers 0044, National Bureau of Economic Research, Inc.
  19. Kevin C. H. Chiang & Gregory J. Wachtel & Xiyu Zhou, 2019. "Corporate Social Responsibility and Growth Opportunity: The Case of Real Estate Investment Trusts," Journal of Business Ethics, Springer, vol. 155(2), pages 463-478, March.
  20. Karl B. Diether & Christopher J. Malloy & Anna Scherbina, 2002. "Differences of Opinion and the Cross Section of Stock Returns," Journal of Finance, American Finance Association, vol. 57(5), pages 2113-2141, October.
  21. Ian Keay, 2010. "The Impact Of Commodity Price Volatility On Resource Intensive Economies," Working Paper 1274, Economics Department, Queen's University.
  22. 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.
  23. Jean†Franã‡Ois L'Her & Jean†Marc Suret, 1996. "Consensus, Dispersion and Security prices," Contemporary Accounting Research, John Wiley & Sons, vol. 13(1), pages 209-228, March.
  24. Kee H. Chung & Peter Wright & Ben Kedia, 2003. "Corporate governance and market valuation of capital and R&D investments," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 161-172.
  25. Jean†Franã‡Ois L'Her & Jean†Marc Suret, 1996. "Consensus, dispersion et prix des titres," Contemporary Accounting Research, John Wiley & Sons, vol. 13(1), pages 229-249, March.
  26. Ian Keay, 2007. "Resource Rents and their Impact on Institutional and Economic Development," Working Paper 1143, Economics Department, Queen's University.
  27. Jorida Papakroni, 2018. "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 861-896, April.
  28. Chung, Kee H. & Wright, Peter & Kedia, Ben, 2003. "Corporate governance and market valuation of capital and R&D investments," Review of Financial Economics, Elsevier, vol. 12(2), pages 161-172.
  29. 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.
  30. G L Clark, 1997. "Pension Funds and Urban Investment: Four Models of Financial Intermediation," Environment and Planning A, , vol. 29(7), pages 1297-1316, July.
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