Verification on stock return predictability of text in analyst reports-Reference-Cited by-同舟云学术

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Verification on stock return predictability of text in analyst reports

Published:2023-10-31 Issue:5 Volume:36 Page:489-499
ISSN:1225-066X
Container-title:Korean Journal of Applied Statistics
language:en
Short-container-title:KJAS

Author:

Lee Young-Sun¹,Yamada Akihiko²,Yang Cheol-Won³,Noh Hohsuk¹⁴

Affiliation:

1. Department of Statistics, Sookmyung Women’s Univesity

2. Bigdata Convergence and Open Sharing System, Seoul National Univesity

3. School of Business Administration, Dankook Univerisity

4. Research Institute of Natural Sciences, Sookmyung Women’s Univesity

Publisher

The Korean Statistical Society

Subject

General Earth and Planetary Sciences,General Engineering,General Environmental Science

Link

https://pdf.medrang.co.kr/KJAS/2023/036/KJAS036-05-489.pdf

Reference14 articles.

1. Ratings Changes, Ratings Levels, and the Predictive Value of Analysts’ Recommendations

2. Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays

3. Cho SS, Byun JH, and Park SH (2012). Short-Selling behavior of investor groups before analyst downgrades, The Korean Journal of Financial Management, 29, 191-231.

4. Coleman T, PengW, and Mentch L (2022). Scalable and efficient hypothesis testing with random forests, Journal of Machine Learning Research, 23, 1-35.

5. Several Tests for Model Specification in the Presence of Alternative Hypotheses

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