Prediction of stock returns (in Russian)
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- De Bondt, Werner F M & Thaler, Richard H, 1990. "Do Security Analysts Overreact?," American Economic Review, American Economic Association, vol. 80(2), pages 52-57, May.
- Granger, Clive W. J., 1992. "Forecasting stock market prices: Lessons for forecasters," International Journal of Forecasting, Elsevier, vol. 8(1), pages 3-13, June.
- Onandi, Dionisio & Banda, Ariel, 1990. "El déficit parafiscal en Uruguay: 1982-1990," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 33549, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Guido BOLLIGER,, 2001. "The Characteristics of Individual Analysts' Forecasts in Europe," FAME Research Paper Series rp33, International Center for Financial Asset Management and Engineering.
- Ederington, Louis H. & Goh, Jeremy C., 1998. "Bond Rating Agencies and Stock Analysts: Who Knows What When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(4), pages 569-585, December.
- Brad Barber & Reuven Lehavy & Maureen McNichols & Brett Trueman, 2001. "Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns," Journal of Finance, American Finance Association, vol. 56(2), pages 531-563, April.
- Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- 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.
- Ciccone, Stephen J., 2005. "Trends in analyst earnings forecast properties," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 1-22.
- Khimich, Natalya, 2017. "A comparison of alternative cash flow and discount rate news proxies," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 31-52.
- Gus De Franco & Florin P. Vasvari & Regina Wittenberg‐Moerman, 2009. "The Informational Role of Bond Analysts," Journal of Accounting Research, Wiley Blackwell, vol. 47(5), pages 1201-1248, December.
- Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration 2004:9, Stockholm School of Economics.
- Chune Young Chung & Euisup Lee & Chang-Gyun Park, 2020. "Do Ownership Ties Increase the Optimistic Bias of Analysts’ Earnings Estimates? Evidence from Corporate Financing in the Korean Market," Sustainability, MDPI, vol. 12(11), pages 1-20, June.
- Daphne Lui & Stanimir Markov & Ane Tamayo, 2012. "Equity Analysts and the Market's Assessment of Risk," Journal of Accounting Research, Wiley Blackwell, vol. 50(5), pages 1287-1317, December.
- Ginger Zhe Jin & Andrew Kato & John A. List, 2010.
"That’S News To Me! Information Revelation In Professional Certification Markets,"
Economic Inquiry, Western Economic Association International, vol. 48(1), pages 104-122, January.
- Ginger Zhe Jin & Andrew Kato & John A. List, 2006. "That's News to Me! Information Revelation in Professional Certification Markets," NBER Working Papers 12390, National Bureau of Economic Research, Inc.
- Ginger Jin & Andrew Kato & John List, 2006. "That's news to me! information revelation in professional certification markets," Framed Field Experiments 00162, The Field Experiments Website.
- Gu, Chen & Guo, Xu & Zhang, Chengping, 2022. "Analyst target price revisions and institutional herding," International Review of Financial Analysis, Elsevier, vol. 82(C).
- AltInkIlIç, Oya & Hansen, Robert S., 2009. "On the information role of stock recommendation revisions," Journal of Accounting and Economics, Elsevier, vol. 48(1), pages 17-36, October.
- Alan Crane & Kevin Crotty, 2020. "How Skilled Are Security Analysts?," Journal of Finance, American Finance Association, vol. 75(3), pages 1629-1675, June.
- Chan, Kin Wai & Chang, Charles & Wang, Albert, 2009. "Put your money where your mouth is: Do financial firms follow their own recommendations?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1095-1112, August.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022.
"The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 118-123.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021. "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series 8976, CESifo.
- Wojciech Charemza & Kalvinder Shields & Anna Zalewska, 2004. "Predictability of stock markets with disequilibrium trading," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 329-344.
- Lauren Cohen & Andrea Frazzini & Christopher J. Malloy, 2012.
"Hiring Cheerleaders: Board Appointments of "Independent" Directors,"
Management Science, INFORMS, vol. 58(6), pages 1039-1058, June.
- Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "Hiring Cheerleaders: Board Appointments of "Independent" Directors," NBER Working Papers 14232, National Bureau of Economic Research, Inc.
- Azzi, Sarah & Bird, Ron, 2005. "Prophets during boom and gloom downunder," Global Finance Journal, Elsevier, vol. 15(3), pages 337-367, February.
- Michalis Makrominas, 2015. "The impact of analyst-investor disagreement on the cross-section of implied cost of capital," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 224-244, May.
- Mola, Simona & Guidolin, Massimo, 2009.
"Affiliated mutual funds and analyst optimism,"
Journal of Financial Economics, Elsevier, vol. 93(1), pages 108-137, July.
- Massimo Guidolin & Simona Mola, 2007. "Affiliated mutual funds and analyst optimism," Working Papers 2007-017, Federal Reserve Bank of St. Louis.
- Mary J. Benner, 2010. "Securities Analysts and Incumbent Response to Radical Technological Change: Evidence from Digital Photography and Internet Telephony," Organization Science, INFORMS, vol. 21(1), pages 42-62, February.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:qnt:quantl:y:2006:i:1:p:27-38. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stanislav Anatolyev (email available below). General contact details of provider: http://quantile.ru/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.