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Dispersion of analysts expectations and the cross-section of stock returns. (2003). Park, Cheolbeom ; Baik, Bokhyeon.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:13:y:2003:i:11:p:829-839.

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Cited: 3

Citations received by this document

Cites: 12

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Cocites: 32

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Coauthors: 0

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Citations received by this document

  1. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

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  2. The reputational effects of analysts stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry. (2018). Barakat, Ahmed ; Fenn, Paul ; Ashby, Simon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:1-22.

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  3. The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market. (2007). Fueglistaller, Urs ; Zellweger, Thomas ; Meister, Roger.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:203-220.

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References

References cited by this document

  1. 1 Cragg, J. G. and Malkiel, B. G. (1982) Expectations and the Structure of Share Prices, University of Chicago Press, Chicago.

  2. 10 La Porta, R. (1996) Expectations and the cross-section of stock returns, Journal of Finance, 51, 1715-42.

  3. 11 Park, C. (2001) Stock Returns and the Dispersion in Forecasts, Working paper, National University of Singapore.
    Paper not yet in RePEc: Add citation now

  4. 12 Varian, H. R. (1985) Divergence of opinion in complete markets: a note, Journal of Finance, 40, 309-17.

  5. 2 Chen, J., Hong, H., and Stein, J. C. (2002) Breadth of ownership and stock returns, Journal of Financial Economics, 66, 171205.

  6. 3 Diether, K. B., Malloy, C. J., and Scherbina, A. (2002) Differences of opinion and the cross-section of stock returns, Journal of Finance, 57, 2113-2141.

  7. 4 Elliot, G. and Ito, T. (1999) Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market, Journal of Monetary Economics, 43, 435-56.

  8. 5 Fama, E. F. and French, K. R. (1992) The cross-section of expected stock returns, Journal of Finance, 47, 427-66.

  9. 6 Harrison, J. and Kreps, D. (1978) Speculative investor behavior in a stock market with heterogeneous expectations, Quarterly Journal of Economics, 92, 323-36.

  10. 7 Ito, T. (1990) Foreign exchange rate expectations: micro survey data, American Economic Review, 80, 434-49.

  11. 8 Keynes, J. M. (1936) The General Theory of Employment, Interest and Money, Harcourt, Brace and Company.
    Paper not yet in RePEc: Add citation now

  12. 9 Lakonishok, J., Shleifer, A. and Vishny, R. W. (1994) Contrarian investment, extrapolation, and risk, Journal of Finance, 49, 1541-78.

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  3. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
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  19. Dispersion of analysts expectations and the cross-section of stock returns. (2003). Park, Cheolbeom ; Baik, Bokhyeon.
    In: Applied Financial Economics.
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