Analysts' forecast dispersion and stock returns : a panel threshold regression analysis based on conditional limited market participation hypothesis
Year of publication: |
August 2016
|
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Authors: | Li, Leon ; Chen, Carl R. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 100-107
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Subject: | Analysts' forecast dispersion | Limited market participation | Panel threshold model | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Panel | Panel study | Prognose | Forecast | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Anlageberatung | Financial advisors |
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