Further Evidence on the Relation Between Analysts' Forecast Dispersion and Stock Returns
By Orie E. Barron, M. Stanford, Yong Yu. 2009
178 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/3318d3759392e0ea1ba572112ba2231fdbbe62f4
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Citations in the corpus
- Customer Satisfaction, Analyst Stock Recommendations, and Firm Value (2010, unknown): “Barron, Stanford, and Yu 2009 !”
- Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research (2010, unknown): “Ziebart’s (1990) hypothesis that increases in the dispersion of investor beliefs spur trading at earnings announcements reflects the intuition in Beaver (1968) and Karpoff (1986).”
- Corporate Social Responsibility Report Narratives and Analyst Forecast Accuracy (2017, background): “Second, we focus on analysts forecast accuracy as the proxy for capital market benefits, and not reduced forecast dispersion, because forecast dispersion likely captures a myriad of constructs—disagreements among investors, noise in analysts’ private signals, and noise in the analysts’ interpretatio”
- Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise (2017, unknown): “(See, e.g., Cukierman and Wachtel 1979; Levi and Makin 1979, 1980; Makin 1982; Brenner and Landskroner 1983; Hahm and Steigerwald 1999; Hayford 2000; Giordani and Söderlind 2003; Johnson 2004; Barron, Stanford, and Yu 2009; Güntay and Hackbarth 2010; Bachmann, Elstner, and Sims 2013.)”