Do differences in analyst quality matter for investors relying on consensus information?
Year of publication: |
2024
|
---|---|
Authors: | Michaely, Roni ; Rubin, Amir ; Segal, Dan ; Vedrashko, Alexander |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 2, p. 751-772
|
Subject: | analyst quality | consensus | dispersion | forecasts | post-earnings announcement drift | Finanzanalyse | Financial analysis | Ankündigungseffekt | Announcement effect | Prognose | Forecast | Informationswert | Information value | Gewinn | Profit | Gewinnprognose | Earnings announcement | Anlageverhalten | Behavioural finance |
-
Bar-Niv, Ran, (2020)
-
Analysts' underreaction and momentum strategies
Gonçalves de Azevedo, Vitor, (2023)
-
Analysts' and investors' reactions to conistent earnings signals
Caylor, Marcus L., (2015)
- More ...
-
Michaely, Roni, (2019)
-
Do Differences in Analyst Quality Matter for Investors Relying on Consensus Information?
Michaely, Roni, (2022)
-
Are Friday announcements special? Overcoming selection bias
Michaely, Roni, (2016)
- More ...