RATIONAL EXPECTATIONS AND THE DYNAMIC ADJUSTMENT OF SECURITY ANALYSTS' FORECASTS TO NEW INFORMATION-Reference-Cited by-同舟云学术

RATIONAL EXPECTATIONS AND THE DYNAMIC ADJUSTMENT OF SECURITY ANALYSTS' FORECASTS TO NEW INFORMATION

Published:1994-09 Issue:3 Volume:17 Page:387-401
ISSN:0270-2592
Container-title:Journal of Financial Research
language:en
Short-container-title:Journal of Financial Research

Author:

Ackert Lucy F.¹,Hunter William C.²

Affiliation:

1. Wilfrid Laurier University

2. Federal Reserve Bank of Atlanta

Publisher

Wiley

Subject

Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1994.tb00200.x/fullpdf

Reference19 articles.

1. Do analysts' earnings forecasts incorporate information in prior stock price changes?;Abarbanell;Journal of Accounting and Economics,1991

2. Ackert , L. F. W. C. Hunter 1992 Rational expectations and security analysts' earnings forecasts Financial Review

3. Do analysts properly use information about permanent and transitory earnings components in setting their forecasts of annual EPS?;Ali;Accounting Review,1992

4. Futures market efficiency and the time content of the information sets;Bigman;Journal of Futures Markets,1983

5. Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings;Brown;Journal of Accounting and Economics,1987

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