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Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty
9 references·15 citing·45 second hop
Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty (1998)Dispersion in Analysts' Earnings Forecast…MD&A Quality as Measured by the SEC and Analysts' Earnings Forecasts* (1999)MD&A Quality as Measured by t…Corporate Disclosure Policy and Analyst Behavior. (1996)Corporate Disclosure Policy a…Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)Causes and Consequences of Ea…Analyst Forecasts and Herding Behavior: (1994)Analyst Forecasts and Herding…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Firm characteristics and analyst following (1989)Firm characteristics and anal…Firm size and the information content of prices with respect to earnings (1987)Firm size and the information…Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research (1987)Cross-Sectional Dependence an…Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)Timeliness of Reporting and t…Ending the Accounting-for-Intangibles Status Quo (2018)Ending the Accounting-for-Int…Foreshadowing as Impression Management: Illuminating the Path for Security Analysts (2017)Foreshadowing as Impression M…Does Business Strategy Impact a Firm’s Information Environment? (2017)Does Business Strategy Impact…The value relevance of IFRS in the European banking industry (2010)The value relevance of IFRS i…Customer Satisfaction, Analyst Stock Recommendations, and Firm Value (2010)Customer Satisfaction, Analys…Divergence of Opinion and Equity Returns (2006)Divergence of Opinion and Equ…Information Uncertainty and Stock Returns (2004)Information Uncertainty and S…Regulation Fair Disclosure, Analyst Following, and Analyst Forecast Dispersion (2003)Regulation Fair Disclosure, A…Post-Earnings Announcement Drift and Market Participants' Information Processing Biases (2003)Post-Earnings Announcement Dr…Corporate Nonfinancial Disclosure Practices and Financial Analyst Forecast Ability Across Three European Countries (2003)Corporate Nonfinancial Disclo…Corporate Disclosure Quality and Properties of Analysts' Information Environment (2003)Corporate Disclosure Quality …Confirming Management Earnings Forecasts, Earnings Uncertainty, and Stock Returns (2003)Confirming Management Earning…The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings (2002)The Economic Consequences of …Excess Returns to R&D-Intensive Firms (2002)Excess Returns to R&D-Intensi…Changes in Analysts' Information around Earnings Announcements (2002)Changes in Analysts' Informat…Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Market liquidity and volume around earnings announcements (1994)Accounting Policy Disclosures and Analysts' Forecasts (2003)The Role of Information Precision in Determining the Cost of Equity Capital (2004)Does Integrated Reporting Matter to the Capital Market? (2017)Specification Tests in Econometrics (1978)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The Behavior of Stock-Market Prices (1965)Special Information and Insider Trading (1974)The theory and practice of econometrics (1986)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Abnormal returns to a fundamental analysis strategy. (1998)Managerial Decisions and Long-Term Stock Price Performance (1998)Earnings Management During Import Relief Investigations (1991)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Detecting Earnings Management. (1995)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Earnings Management through Real Activities Manipulation (2003)The economic implications of corporate financial reporting (2005)An Empirical Evaluation of Accounting Income Numbers (1968)On the Impossibility of Informationally Efficient Markets (1980)The relationship between return and market value of common stocks (1981)An evaluation of alternative proxies for the market's assessment of unexpected earnings (1987)Institutional Ownership and the Extent to which Stock Prices Reflect Future Earnings (2002)Information Markets and the Comovement of Asset Prices (2006)Why Firms Voluntarily Disclose Bad News (1994)On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)Mutual Fund Herding and the Impact on Stock Prices (1999)Capital markets research in accounting (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Common risk factors in the returns on stocks and bonds (1993)The capitalization, amortization, and value-relevance of R&D (1996)The Limitations of Industry Concentration Measures Constructed with Compustat Data: Implications for Finance Research (2008)Deflating profitability (2015)Innovative Originality, Profitability, and Stock Returns (2017)Constraints on short-selling and asset price adjustment to private information (1987)Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1996Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC*4,076 cited
  • 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
  • 1989Firm characteristics and analyst following1,535 cited
  • 1994Analyst Forecasts and Herding Behavior:943 cited
  • 1984Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements698 cited
  • 1987Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research548 cited
  • 1987Firm size and the information content of prices with respect to earnings453 cited
  • 1999MD&A Quality as Measured by the SEC and Analysts' Earnings Forecasts*265 cited

Cited by

  • 2002Excess Returns to R&D-Intensive Firms279 cited
  • 2002Changes in Analysts' Information around Earnings Announcements248 cited
  • 2003Corporate Nonfinancial Disclosure Practices and Financial Analyst Forecast Ability Across Three European Countries230 cited
  • 2010Customer Satisfaction, Analyst Stock Recommendations, and Firm Value210 cited
  • 2003Confirming Management Earnings Forecasts, Earnings Uncertainty, and Stock Returns197 cited

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2002
The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings
191 cited
  • 2006Divergence of Opinion and Equity Returns183 cited
  • 2004Information Uncertainty and Stock Returns179 cited
  • 2003Regulation Fair Disclosure, Analyst Following, and Analyst Forecast Dispersion178 cited
  • 2003Corporate Disclosure Quality and Properties of Analysts' Information Environment157 cited
  • 2010The value relevance of IFRS in the European banking industry153 cited
  • 2003Post-Earnings Announcement Drift and Market Participants' Information Processing Biases151 cited
  • 2017Foreshadowing as Impression Management: Illuminating the Path for Security Analysts150 cited
  • 2018Ending the Accounting-for-Intangibles Status Quo118 cited
  • 2017Does Business Strategy Impact a Firm’s Information Environment?104 cited