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Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution : a robustness study
Pauly, Ralf, (2005)
Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani, (2016)
Disclosure, Analyst Forecast Bias, and the Cost of Equity Capital
Larocque, Stephannie, (2009)
I/B/E/S Reported Actual EPS and Analysts' Inferred Actual EPS
Brown, Lawrence D, (2013)
The effect of disclosure on the pay-performance relation
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