REFERENCES

B. Barber, L. Reuven, M. McNichols, and T. Brett (2001). Can investors profit from the prophets? Consensus analyst recommendations and stock returns. Journal of Finance 56, 2: 773–806.

A. Bercel (1994). Consensus Expectations and international equity returns. Financial Analysts Journal (July/August): 76–80.

V. Bernard, and J. Thomas (1989). Post earnings announcement drift: Delayed price response or risk premium? Journal of Accounting Research 27(Supplement): 1–36.

V. Bernard, and J. Thomas (1990). Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. Journal of Accounting and Economics 13: 305–340.

W. Breen, L. S. Hodrick, and. R. A. Korajczyk (2000). Predicting equity liquidity. Management Science 48, 4: 470–483.

L. K. C. Chan, N. Jegadeesh, and J. Lakonishok (1996). Momentum strategies. Journal of Finance 51, 5: 1681–1713.

D. W. Collins, and P. Hribar (2000). Earnings-based and accrual-based market anomalies: One effect or two? Journal of Accounting and Economics 29, 1: 101–123.

K. Daniel, and S. Titman (1997). Evidence on the characteristics of cross-sectional variation in stock returns. Journal of Finance 52, 1: 1–33.

R. M. Dawes, E. Faust, and P. E. Meehl (1989). Clinical versus actuarial judgment. Science 243 (March 31): 1668–1674.

P. M. Dechow, and R. G. Sloan (1997). Returns to contrarian investment strategies: Tests of the naïve expectations hypothesis. Journal of Financial Economics 43, 1: 3–27.

E. F. Fama, and K. R. ...

Get Handbook of Finance: Investment Management and Financial Management now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial