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Differences of Opinion and the Cross-Section of Stock Returns
Language: en
Pages:
Authors: Karl Diether
Categories:
Type: BOOK - Published: 2008 - Publisher:

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We provide evidence that stocks with higher dispersion in analysts' earnings forecasts earn lower future returns than otherwise similar stocks. This effect is m
Skewness and Dispersion of Opinion and the Cross Section of Stock Returns
Language: en
Pages: 50
Authors: Jinghan Meng
Categories:
Type: BOOK - Published: 2015 - Publisher:

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We show that the degree of dispersion and asymmetry of analysts' earnings forecasts is related to future stock returns. When skewness is negative, future return
Empirical Asset Pricing
Language: en
Pages: 512
Authors: Turan G. Bali
Categories: Business & Economics
Type: BOOK - Published: 2016-02-26 - Publisher: John Wiley & Sons

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“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be
Differences of Opinion and Stock Returns
Language: en
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Authors:
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Expectations and the Structure of Share Prices
Language: en
Pages: 185
Authors: John G. Cragg
Categories: Business & Economics
Type: BOOK - Published: 2009-05-15 - Publisher: University of Chicago Press

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John G. Cragg and Burton G. Malkiel collected detailed forecasts of professional investors concerning the growth of 175 companies and use this information to ex