The role of “other information” in analysts' forecasts in understanding stock return volatility
This study identifies “other information” in analysts' forecasts as a legitimate proxy for future
cash flows and examines its incremental role in explaining stock return volatility. We suggest …
cash flows and examines its incremental role in explaining stock return volatility. We suggest …
Analysts' forecasts and uncertainty about firm value
A Andrews, P Sen, J Stephan - Review of Accounting and Finance, 2018 - emerald.com
Purpose The purpose of this study is to use implied volatilities from exchange traded options
to examine the interaction between analysts' forecast revisions and the market's perception …
to examine the interaction between analysts' forecast revisions and the market's perception …
[PDF][PDF] The time series convergence of dispersion in financial analysts' forecasts
F Le Bell - 2014 - doria.fi
The standard Bayesian learning model under asymmetric information due to Barry and
Jennings (1992) and Barron, Kim, Lim and Stevens (1998), shows how dispersion in the …
Jennings (1992) and Barron, Kim, Lim and Stevens (1998), shows how dispersion in the …