Search Results - subject:"Analyst forecast dispersion"

Does media coverage of firms' environment, social, and governance (ESG) incidents affect analyst coverage and forecasts? : a risk perspective

He, Guanming; Li, Zhichao - In: International review of financial analysis 94 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014543971

The effects of CSR report mandatory policy on analyst forecasts: Evidence from Taiwan

Tseng, Tzu-Yun; Shih, Niensu - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-17

significantly increased analyst forecast accuracy and reduced analyst forecast dispersion. Furthermore, the study found that analyst …

Persistent link: https://www.econbiz.de/10014332457

Financial analysts' reaction to voluntary integrated reporting : cross-sectional variation in institutional enforcement contexts

Rossignoli, Francesca; Stacchezzini, Riccardo; Lai, … - In: Journal of applied accounting research 23 (2022) 1, pp. 29-54

Persistent link: https://www.econbiz.de/10012990372

The effects of CSR report mandatory policy on analyst forecasts : evidence from Taiwan

Tseng, Tzu-Yun; Shih, Niensu - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-17

significantly increased analyst forecast accuracy and reduced analyst forecast dispersion. Furthermore, the study found that analyst …

Persistent link: https://www.econbiz.de/10013273622

Analyst forecast dispersion and market return predictability: Does conditional equity premium play a role?

Liu, Shuang; Yao, Juan; Satchell, Stephen - In: Journal of Risk and Financial Management 13 (2020) 5, pp. 1-21

Prior studies found that analyst forecast dispersion predicts future market returns. Some prior studies attribute this …

Persistent link: https://www.econbiz.de/10012611327

Analyst forecast dispersion and market return predictability : does conditional equity premium play a role?

Liu, Shuang; Yao, Juan; Satchell, Stephen - In: Journal of risk and financial management : JRFM 13 (2020) 5/98, pp. 1-21

Prior studies found that analyst forecast dispersion predicts future market returns. Some prior studies attribute this …

Persistent link: https://www.econbiz.de/10012304904

Why Do Analysts Disagree ?

Michel, Jean-Sébastien; Pandes, J. Ari - Centre Interuniversitaire sur le Risque, les Politiques … - 2013

This paper finds that about one-quarter of analyst forecast dispersion and one-half of the dispersion … and analyst overconfidence dispersion are the two most significant determinants of analyst forecast dispersion. Together …, these two variables capture 77% of the explained variation in analyst forecast dispersion when all known determinants are …

Persistent link: https://www.econbiz.de/10010687450

Can analyst predict stock market crashes?

Chong, Terence t. l.; Wang, Xiaolei - In: Economics Bulletin 33 (2013) 1, pp. 158-166

The frequency of financial market turmoil has been rising over the past two decades. While the incidence of market turmoil has increased, the performance of analysts during tumultuous times has not received much attention in the literature. This paper examines whether the accuracy of analyst...

Persistent link: https://www.econbiz.de/10011278525

The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes

Chong, Terence Tai-leung; Wang, Xiaolei - In: Journal of Risk and Financial Management 2 (2009) 1, pp. 75-93

empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock …

Persistent link: https://www.econbiz.de/10011843218

The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes

Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of Risk and Financial Management 2 (2009) 1, pp. 75-93

empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock …

Persistent link: https://www.econbiz.de/10010699156