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Predicting Individual Analyst Earnings Forecasts

Citations

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Cited by:

  1. Andrea S Au, 2007. "Extracting information from European analyst forecasts," Journal of Asset Management, Palgrave Macmillan, vol. 8(4), pages 228-237, November.
  2. Filiz, Ibrahim & Nahmer, Thomas & Spiwoks, Markus, 2019. "Herd behavior and mood: An experimental study on the forecasting of share prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
  3. Sean Cleary & Jonathan Jona & Gladys Lee & Joshua Shemesh, 2020. "Underlying risk preferences and analyst risk‐taking behavior," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(7-8), pages 949-981, July.
  4. Charles G. Ham & Zachary R. Kaplan & Zawadi R. Lemayian, 2022. "Rationalizing forecast inefficiency," Review of Accounting Studies, Springer, vol. 27(1), pages 313-343, March.
  5. Bert de Bruijn & Philip Hans Franses, 2015. "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers 15-032/III, Tinbergen Institute.
  6. Li, Xi, 2005. "The persistence of relative performance in stock recommendations of sell-side financial analysts," Journal of Accounting and Economics, Elsevier, vol. 40(1-3), pages 129-152, December.
  7. Roger K. Loh & Mujtaba Mian, 2003. "The Quality of Analysts’ Earnings Forecasts During the Asian Crisis: Evidence from Singapore," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 749-770, June.
  8. Jin, Han & Mazouz, Khelifa & Wu, Yuliang & Xu, Bin, 2023. "Can star analysts make superior coverage decisions in poor information environment?," Journal of Banking & Finance, Elsevier, vol. 146(C).
  9. Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong, 2024. "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, Elsevier, vol. 160(C).
  10. Rob Brown & Howard W. H. Chan & Yew Kee Ho, 2007. "Initiating coverage, broker reputation and management earnings forecasts in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(3), pages 401-421, September.
  11. George K. Riro & Nelson M. Waweru & Enrico O. Uliana, 2016. "Quality of corporate reporting: case studies from an emerging capital market," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 6(1), pages 31-52.
  12. Wayne Guay & SP Kothari & Susan Shu, 2011. "Properties of implied cost of capital using analysts’ forecasts," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 125-149, August.
  13. Welch, Ivo, 2000. "Herding among security analysts," Journal of Financial Economics, Elsevier, vol. 58(3), pages 369-396, December.
  14. Porteu de la Morandière, Laurence, 2012. "Les classements des analystes financiers européens sont-ils informatifs pour les investisseurs ?," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/9727 edited by Gresse, Carole.
  15. David R. Peterson & Pamela P. Peterson, 1995. "Abnormal Returns And Analysts' Earnings Forecast Revisions Associated With The Publication Of “Stock Highlights” By Value Line Investment Survey," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 465-477, December.
  16. Chan, Howard W.H. & Brown, Rob & Ho, Yew Kee, 2006. "Initiation of brokers' recommendations, market predictors and stock returns," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 213-231, July.
  17. Sunil Mohanty & Edward Aw, 2006. "Rationality of analysts' earnings forecasts: evidence from dow 30 companies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 915-929.
  18. Ciccone, Stephen J., 2005. "Trends in analyst earnings forecast properties," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 1-22.
  19. James S. Doran & Andy Fodor & Kevin Krieger, 2010. "Option Market Efficiency and Analyst Recommendations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 560-590, June.
  20. Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, University Library of Munich, Germany.
  21. Bernard Herskovic & João Ramos, 2020. "Acquiring Information through Peers," American Economic Review, American Economic Association, vol. 110(7), pages 2128-2152, July.
  22. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  23. Choi, Hae Mi, 2018. "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, vol. 25(C), pages 47-54.
  24. Breuer, Wolfgang & Feilke, Franziska & Gürtler, Marc, 2007. "Analysts' dividend forecasts, portfolio selection, and market risk premia," Working Papers FW25V2, Technische Universität Braunschweig, Institute of Finance.
  25. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
  26. Belen Blanco & Juan M. Garcia Lara & Josep A. Tribo, 2015. "Segment Disclosure and Cost of Capital," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(3-4), pages 367-411, April.
  27. Wei Chen & Lili Dai & Hun‐Tong Tan, 2023. "When does analyst reputation matter? Evidence from analysts’ reliance on management guidance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(7-8), pages 1305-1337, July.
  28. Alexander Ljungqvist & Felicia Marston & William J. Wilhelm, 2006. "Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations," Journal of Finance, American Finance Association, vol. 61(1), pages 301-340, February.
  29. Wu, Liuren, 2018. "Estimating risk-return relations with analysts price targets," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 183-197.
  30. Bradshaw, Mark & Ertimur, Yonca & O'Brien, Patricia, 2017. "Financial Analysts and Their Contribution to Well-Functioning Capital Markets," Foundations and Trends(R) in Accounting, now publishers, vol. 11(3), pages 119-191, December.
  31. Pagach, Donald P. & Warr, Richard S., 2020. "Analysts versus time-series forecasts of quarterly earnings: A maintained hypothesis revisited," Advances in accounting, Elsevier, vol. 51(C).
  32. Beshears, John & Milkman, Katherine L., 2011. "Do sell-side stock analysts exhibit escalation of commitment?," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 304-317, March.
  33. Kothari, S.P. & Weber, Joseph & Frankel, Richard M., 2002. "Determinants of the Informativeness of Analyst Research," Working papers 4243-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  34. Sung Hwan Jung, 2017. "The contingent effect of analyst coverage: how does analyst coverage affect innovation and Tobin’s Q?," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 24(1-2), pages 43-67, April.
  35. Praveen Sinha & Lawrence D. Brown & Somnath Das, 1997. "A Re†Examination of Financial Analysts' Differential Earnings Forecast Accuracy," Contemporary Accounting Research, John Wiley & Sons, vol. 14(1), pages 1-42, March.
  36. Qazi Ghulam Mustafa Qureshi & Yves Mard & Francois Aubert, 2024. "Do analysts predict managed or unmanaged earnings?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 527-545, June.
  37. Beyer, Anne, 2008. "Financial analysts' forecast revisions and managers' reporting behavior," Journal of Accounting and Economics, Elsevier, vol. 46(2-3), pages 334-348, December.
  38. Martinez, Jose Vicente, 2007. "Information Misweighting and Stock Recommendations," SIFR Research Report Series 59, Institute for Financial Research.
  39. Alan Gregory & Walid Saleh & Jon Tucker, 2005. "A UK Test of an Inflation‐Adjusted Ohlson Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 487-534, April.
  40. James S. Doran & Andy Fodor & Kevin Krieger, 2010. "Option Market Efficiency and Analyst Recommendations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5-6), pages 560-590.
  41. Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu, 2016. "Do analysts cater to investor beliefs via target prices," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 232-252.
  42. Bouteska Ahmed & Regaieg Boutheina, 2017. "The accuracy of financial analysts’ earnings forecasts and the Tunisian market reliance with time," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1345186-134, January.
  43. Zitzewitz, Eric, 2001. "Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers," Research Papers 1802, Stanford University, Graduate School of Business.
  44. Martinez, Jose Vicente, 2011. "Information misweighting and the cross-section of stock recommendations," Journal of Financial Markets, Elsevier, vol. 14(4), pages 515-539, November.
  45. Van Campenhout, Geert & Verhestraeten, Jan-Francies, 2010. "Herding Behavior among Financial Analysts: a literature review," Working Papers 2010/39, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  46. Po‐Chang Chen & Ganapathi S. Narayanamoorthy & Theodore Sougiannis & Hui Zhou, 2020. "Analyst underreaction and the post‐forecast revision drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(9-10), pages 1151-1181, October.
  47. Bert De Bruijn & Philip Hans Franses, 2018. "How Informative Are Earnings Forecasts? †," JRFM, MDPI, vol. 11(3), pages 1-20, July.
  48. Guanming He & Helen Mengbing Ren & Richard Taffler, 2020. "The impact of corporate tax avoidance on analyst coverage and forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 447-477, February.
  49. Gul, Faruk & Lundholm, Russell, 1995. "Endogenous Timing and the Clustering of Agents' Decisions," Journal of Political Economy, University of Chicago Press, vol. 103(5), pages 1039-1066, October.
  50. Deniz Igan & Marcelo Pinheiro, 2012. "Incentive to manipulate earnings and its connection to analysts’ forecasts, trading, and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 781-821, October.
  51. Stefano Bonini & Laura Zanetti & Roberto Bianchini & Antonio Salvi, 2010. "Target Price Accuracy in Equity Research," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9‐10), pages 1177-1217, November.
  52. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
  53. Breuer, Wolfgang & Gürtler, Marc, 2010. "Implied rates of return, the discount rate effect, and market risk premia," Working Papers IF33V3, Technische Universität Braunschweig, Institute of Finance.
  54. Gleason, Kimberly C. & Mathur, Ike & Peterson, Mark A., 2004. "Analysis of intraday herding behavior among the sector ETFs," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 681-694, December.
  55. Rúben Miguel Torcato Peixinho, 2011. "Are analysts misleading investors? The case of goingconcern opinions," CEFAGE-UE Working Papers 2011_22, University of Evora, CEFAGE-UE (Portugal).
  56. Anwer S. Ahmed & Minsup Song & Douglas E. Stevens, 2009. "Earnings characteristics and analysts’ differential interpretation of earnings announcements: An empirical analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 223-246, June.
  57. Rob Brown & Howard Chan & Yew Ho, 2009. "Analysts’ recommendations: from which signal does the market take its lead?," Review of Quantitative Finance and Accounting, Springer, vol. 33(2), pages 91-111, August.
  58. Peter Clarkson & Alexander Nekrasov & Andreas Simon & Irene Tutticci, 2020. "Target price forecasts: The roles of the 52‐week high price and recent investor sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(9-10), pages 1365-1399, October.
  59. Cooper, Rick A. & Day, Theodore E. & Lewis, Craig M., 2001. "Following the leader: *1: a study of individual analysts' earnings forecasts," Journal of Financial Economics, Elsevier, vol. 61(3), pages 383-416, September.
  60. Prokop, Jörg & Kammann, Benno, 2018. "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, vol. 95(C), pages 75-86.
  61. Lin, Hai & Tao, Xinyuan & Wu, Chunchi, 2022. "Forecasting earnings with combination of analyst forecasts," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 133-159.
  62. Stein, Jeremy C., 2003. "Agency, information and corporate investment," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 2, pages 111-165, Elsevier.
  63. Marinovic, Iván & Ottaviani, Marco & Sorensen, Peter, 2013. "Forecasters’ Objectives and Strategies," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 690-720, Elsevier.
  64. Kirsten M. Ely & Vivek Mande, 1996. "The Interdependent Use of Earnings and Dividends in Financial Analysts' Earnings Forecasts," Contemporary Accounting Research, John Wiley & Sons, vol. 13(2), pages 435-456, September.
  65. Friesen, Geoffrey & Weller, Paul A., 2006. "Quantifying cognitive biases in analyst earnings forecasts," Journal of Financial Markets, Elsevier, vol. 9(4), pages 333-365, November.
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