Information Uncertainty and Analyst Forecast Behavior

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The Financial Analyst Forecasting Literature: A Taxonomy with Suggestions for Further Research (2008, unknown): “Das, Guo, and Zhang (2006) Archival, I/B/E/S, 1986-2000.”
Behavioural Finance: A Review and Synthesis (2007, unknown): “Similarly, Zhang (2006) argues that stocks with greater information uncertainty (e.g., those which are small and have low analyst following) exhibit stronger statistical evidence of mispricing in terms of return predictability from book/market and momentum within cross-sectional regressions.”
The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? (2010, unknown): “Zhang (2006) argues that stocks with greater information uncertainty (e.g., those which are small and have low analyst following) exhibit stronger statistical evidence of mispricing in terms of return predictability from book/market and momentum within cross-sectional regressions.”
Do investors exhibit behavioral biases in investment decision making? A systematic review (2018, background): “Zhang (2006) suggests that greater information asymmetry gives rise to more forecast errors.”
Learning from Prices and the Dispersion in Beliefs (2011, background): “Zhang (2006) claims that the negative relationship is due to behavioral biases and that dispersion in forecasts proxy for information uncertainty.”