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Analyst forecast revisions and asset allocation in Asia-Pacific markets

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  • Chang, Millicent
  • Dallas, Isabel
  • Ng, Juliana

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  • Chang, Millicent & Dallas, Isabel & Ng, Juliana, 2002. "Analyst forecast revisions and asset allocation in Asia-Pacific markets," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 391-409.
    • Handle: RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:391-409
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    5. April Klein & James Rosenfeld, 1991. "Pe Ratios, Earnings Expectations, And Abnormal Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(1), pages 51-64, March.
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    7. Buckberg, Elaine, 1995. "Emerging Stock Markets and International Asset Pricing," The World Bank Economic Review, World Bank, vol. 9(1), pages 51-74, January.
    8. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January.
    9. Lys, Thomas & Sohn, Sungkyu, 1990. "The association between revisions of financial analysts' earnings forecasts and security-price changes," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 341-363, December.
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    14. Brown, Lawrence D. & Hagerman, Robert L. & Griffin, Paul A. & Zmijewski, Mark E., 1987. "An evaluation of alternative proxies for the market's assessment of unexpected earnings," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 159-193, July.
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    16. Babak Eftekhari & Stephen E. Satchell, 1999. "International Investors' Exposure To Risk In Emerging Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(1), pages 83-106, March.
    17. Mendenhall, Rr, 1991. "Evidence On The Possible Underweighting Of Earnings-Related Information," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 170-179.
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    Cited by:

    1. 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.
    2. Balboa, Marina & Gomez-Sala, Juan Carlos & Lopez-Espinosa, German, 2008. "Does the value of recommendations depend on the level of optimism? A country-based analysis," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 405-426, October.

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