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Rewriting History
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Cited by:
- Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette, "undated".
"Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts,"
Working Papers
ETH-RC-11-005, ETH Zurich, Chair of Systems Design.
- Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011. "Strategies used as spectroscopy of financial markets reveal new stylized facts," Papers 1104.3616, arXiv.org.
- 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.
- Brad M. Barber & Reuven Lehavy & Brett Trueman, 2010. "Ratings Changes, Ratings Levels, and the Predictive Value of Analysts’ Recommendations," Financial Management, Financial Management Association International, vol. 39(2), pages 533-553, June.
- 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.
- Borgers, A.C.T., 2014. "Responsible investing : New insights into performance and tastes," Other publications TiSEM 587e777f-c242-4a44-968e-7, Tilburg University, School of Economics and Management.
- Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
- Busse, Jeffrey A. & Clifton Green, T. & Jegadeesh, Narasimhan, 2012. "Buy-side trades and sell-side recommendations: Interactions and information content," Journal of Financial Markets, Elsevier, vol. 15(2), pages 207-232.
- Lily Fang & Ayako Yasuda, 2014. "Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(3), pages 235-269, December.
- Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014. "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers 20651, National Bureau of Economic Research, Inc.
- Mehran, Hamid & Stulz, Rene M., 2007.
"The economics of conflicts of interest in financial institutions,"
Journal of Financial Economics, Elsevier, vol. 85(2), pages 267-296, August.
- Hamid Mehran & Rene M. Stulz, 2006. "The Economics of Conflicts of Interest in Financial Institutions," NBER Working Papers 12695, National Bureau of Economic Research, Inc.
- Mehran, Hamid & Stulz, Rene M., 2006. "The Economics of Conflicts of Interest in Financial Institutions," Working Paper Series 2006-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- 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.
- Roger K. Loh & René M. Stulz, 2018.
"Is Sell‐Side Research More Valuable in Bad Times?,"
Journal of Finance, American Finance Association, vol. 73(3), pages 959-1013, June.
- Loh, Roger & Stulz, Rene M., 2013. "Is Sell-Side Research More Valuable in Bad Times?," Working Paper Series 2013-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Roger K. Loh & René M. Stulz, 2014. "Is Sell-Side Research More Valuable in Bad Times?," NBER Working Papers 19778, National Bureau of Economic Research, Inc.
- Martinez, Jose Vicente, 2007. "Information Misweighting and Stock Recommendations," SIFR Research Report Series 59, Institute for Financial Research.
- Peterson, David R. & Smedema, Adam R., 2011. "The return impact of realized and expected idiosyncratic volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2547-2558, October.
- Roger K. Loh & René M. Stulz, 2011.
"When Are Analyst Recommendation Changes Influential?,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(2), pages 593-627.
- Roger K. Loh & René M. Stulz, 2009. "When are Analyst Recommendation Changes Influential?," NBER Working Papers 14971, National Bureau of Economic Research, Inc.
- Loh, Roger K. & Stulz, Rene M., 2009. "When Are Analyst Recommendation Changes Influential?," Working Paper Series 2009-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi, 2012. "Analysts' industry expertise," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 95-120.
- Sette, Enrico, 2011. "Competition and optimistic advice of financial analysts: Evidence from IPOs," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 441-457, July.
- Benoît D'Udekem, 2014. "Bank Cash Holdings and Investor Uncertainty," Working Papers CEB 14-002, ULB -- Universite Libre de Bruxelles.
- Roger, Tristan, 2017. "Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe," Finance Research Letters, Elsevier, vol. 20(C), pages 170-176.
- Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015.
"Change You Can Believe In? Hedge Fund Data Revisions,"
Journal of Finance, American Finance Association, vol. 70(3), pages 963-999, June.
- Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
- Jay R. Ritter, 2008. "Forensic Finance," Journal of Economic Perspectives, American Economic Association, vol. 22(3), pages 127-147, Summer.
- Pandit, Shailendra & Willis, Richard H. & Zhou, Ling, 2012. "Security analysts, cash flow forecasts, and turnover," International Journal of Forecasting, Elsevier, vol. 28(4), pages 874-890.
- Jonathan A. Milian, 2015. "Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?," Journal of Accounting Research, Wiley Blackwell, vol. 53(1), pages 175-220, March.
- S. Price & Dean Gatzlaff & C. Sirmans, 2012. "Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 250-274, January.
- Loh, Roger, 2008. "Investor Attention and the Underreaction to Stock Recommendations," Working Paper Series 2008-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013.
"Learning and the disappearing association between governance and returns,"
Journal of Financial Economics, Elsevier, vol. 108(2), pages 323-348.
- Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang, 2010. "Learning and the Disappearing Association Between Governance and Returns," NBER Working Papers 15912, National Bureau of Economic Research, Inc.
- Jiao, Jie & Qiu, Bin & Yan, An, 2013. "Diversification and heterogeneity of investor beliefs," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3435-3453.
- James Doran & David Peterson & S. Price, 2012. "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 402-434, August.
- Christian Andres & André Betzer & Inga van den Bongard & Christian Haesner & Erik Theissen, 2011.
"Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises,"
Schumpeter Discussion Papers
sdp11013, Universitätsbibliothek Wuppertal, University Library.
- Andres, Christian & Betzer, André & van den Bongard, Inga & Haesner, Christian & Theissen, Erik, 2012. "Dividend announcements reconsidered: Dividend changes versus dividend surprises," CFR Working Papers 12-03, University of Cologne, Centre for Financial Research (CFR).
- Hobbs, Jeffrey & Kovacs, Tunde & Sharma, Vivek, 2012. "The investment value of the frequency of analyst recommendation changes for the ordinary investor," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 94-108.
- O. Emre Ergungor & Leonardo Madureira & Nandkumar Nayar & Ajai K. Singh, 2011. "Banking relationships and sell-side research," Working Papers (Old Series) 1114, Federal Reserve Bank of Cleveland.
- Roger K. Loh, 2010. "Investor Inattention and the Underreaction to Stock Recommendations," Financial Management, Financial Management Association International, vol. 39(3), pages 1223-1252, September.
- Hoechle, Daniel & Schaub, nic & Schmid, Markus, 2012. "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions," Working Papers on Finance 1215, University of St. Gallen, School of Finance, revised Sep 2015.
- Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2013. "Stakeholder relations and stock returns: On errors in investors' expectations and learning," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 159-175.