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Changes in earnings-price ratios and excess returns : a case of investor over-reaction

Bartholdy, Jan - 1998

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The quality of securities firms' earnings forecasts and stock recommendations : do informational advantages, reputation and experience matter in China?

Bartholdy, Jan; Feng, Tiyi - In: Pacific-Basin finance journal 24 (2013), pp. 66-88

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Latent utility shocks in a structural empirical asset pricing model

Christensen, Bent Jesper (contributor); … - 2004 - [Elektronische Resource]

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Proxying for expected returns with price earnings ratios

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Long-run regression : theory and application to U.S. asset markets

Strunk Hansen, Charlotte (contributor); … - 2004 - [Elektronische Resource]

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Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes

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The Quality of Securities Firms’ Earnings Forecasts and Stock Recommendations : Do Affiliation, Geography and Reputation Matter in China?

Bartholdy, Jan - 2010

Using a unique database over local Chinese securities firm's earnings forecasts and stock recommendations, it is shown that the average forecast error has decreased over time reflecting the maturing of the Chinese securities firms. Affiliated securities firms, defined as securities firms acting...

Persistent link: https://www.econbiz.de/10013135921