On the relation between predictable market returns and predictable analyst forecast errors

By John S. Hughes, Jing Liu, Wei Su. 2008

134 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/3ce1971bc88e5a6abbf5abe17ce4ae8d791d1d97

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In Accounting

1. Eric C. So

In Finance

1. Eric C. So

Citations in the corpus

• A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts? (2013, methodology): “…earnings. icting analyst forecast errors: Do investors overweight ://dx?doi.org/10.1016/j.jfineco.2013.02.002 3 For examples of the traditional approach, see Ali, Klein, and Rosenfeld (1992), Elgers and Murray (1992), Lo and Elgers (1998), Frankel and Lee (1998), and Hughes, Liu, and Su (2008).”
• Linear valuation without OLS: the Theil-Sen estimation approach (2014, unknown): “…have not left much of a trace in the published accounting literature; the main alternative to OLS has been LAD.18 Parts of this research do not relate to valuation settings (e.g., Chen et al. 2008; Choi et al. 2008), but at least two papers do—Basu and Markov (2004) and Hughes et al. (2008).”