Financial analysts' forecasts of earnings. A better surrogate for market expectations

Journal of Accounting and Economics

Volumn 4, Issue 2, 1982, Pages 85-107

  Fried, Dov ^a   Givoly, Dan ^b,c  

^a NEW YORK UNIVERSITY   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

^c TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001945560     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-4101(82)90015-5     Document Type: Article

References (35)

1. Expectations data and the predictive value of interim reporting
2. The time series properties of earnings
3. An empirical evaluation of accounting index numbers
4. Some additional evidence on survival biases
5. The accuracy of analysts' forecasts of earnings per share
6. Classificatory smoothing of income with extraordinary items
7. Interperiod tax allocation, earnings expectations and the behavior of security prices
8. The association between unsystematic security returns and the magnitude of earnings forecasts
9. Further evidence of the time series properties of accounting income
10. The superiority of analyst forecasts as measure of expectations Evidence from earnings
11. Adaptive expectation time series models and analyst forecasts revision
12. Expectation data and the predictive value of interim reporting A comment
13. The information content of quarterly earnings An extension and some further evidence
14. SEC product line reporting and market efficiency
15. A multiple analysis of annual earnings forecasts generated from quarterly forecasts of financial analysts and univariate time series models
16. An evaluation of security analysts' forecasts
17. Quarterly accounting data: Time series properties and predictive ability results
18. Asset pricing models Further tests
19. The information content of financial analysts' forecasts of earnings
20. Timeliness of annual reports—Some empirical evidence
21. Properties of accounting numbers Models and tests
22. Insiders and market efficiency
23. The effect of mergers on the value of the firm
24. An empirical examination of the reliability of published predictions of future earnings
25. Corporate forecasts of earnings per share and stock price behavior Empirical tests
26. The API and the design of experiments
27. Misspecification of capital asset pricing empirical anomalies based on earnings' yields and market values
28. Systematic abnormal returns after quarterly earnings announcements
29. The time series of annual accounting earnings