Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions
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Cited by:
- Galanti, Sébastien, 2016.
"Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions,"
Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
- Sébastien GALANTI, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO 2413, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
- Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers hal-01392253, HAL.
- Hirshleifer, David & Levi, Yaron & Lourie, Ben & Teoh, Siew Hong, 2019.
"Decision fatigue and heuristic analyst forecasts,"
Journal of Financial Economics, Elsevier, vol. 133(1), pages 83-98.
- David Hirshleifer & Yaron Levi & Ben Lourie & Siew Hong Teoh, 2018. "Decision Fatigue and Heuristic Analyst Forecasts," NBER Working Papers 24293, National Bureau of Economic Research, Inc.
- Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021. "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, vol. 141(2), pages 573-599.
- Karmaziene, Egle, 2023. "The greater the volume, the greater the analyst," Finance Research Letters, Elsevier, vol. 51(C).
- Lin, Tse-Chun & Lu, Xiaolong, 2015. "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 17-28.
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More about this item
Keywords
time stamp errors; IBES database; analyst recommendations; analyst forecasts; stock price reaction; pre-announcement effect.;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
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