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Volumn 36, Issue 1, 1998, Pages 91-110

Correlated forecast errors

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032220499     PISSN: 00218456     EISSN: None     Source Type: Journal    
DOI: 10.2307/2491322     Document Type: Article
Times cited : (10)

References (13)
  • 2
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    • Herd on the street: Informational inefficiencies in a market with short-term speculation
    • FROOT, K. A.; D. S. SCHARFSTEIN; AND J. C. STEIN. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation." Journal of Finance (September 1992): 1461-84.
    • (1992) Journal of Finance , Issue.SEPTEMBER , pp. 1461-1484
    • Froot, K.A.1    Scharfstein, D.S.2    Stein, J.C.3
  • 3
    • 0000114036 scopus 로고
    • Market reactions to anticipated announcements
    • KIM, O., AND R. E. VERRECCHIA. "Market Reactions to Anticipated Announcements." Journal of Financial Economics (December 1991): 273-309.
    • (1991) Journal of Financial Economics , Issue.DECEMBER , pp. 273-309
    • Kim, O.1    Verrecchia, R.E.2
  • 4
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • KYLE, A. S. "Continuous Auctions and Insider Trading." Econometrica (November 1985): 1315-35.
    • (1985) Econometrica , Issue.NOVEMBER , pp. 1315-1335
    • Kyle, A.S.1
  • 5
    • 0000948875 scopus 로고
    • Price-signal relations in the presence of correlated public and private information
    • LUNDHOLM, R. J. "Price-Signal Relations in the Presence of Correlated Public and Private Information." Journal of Accounting Research (Spring 1988): 107-18.
    • (1988) Journal of Accounting Research , Issue.SPRING , pp. 107-118
    • Lundholm, R.J.1
  • 7
    • 38249017814 scopus 로고
    • The association between revisions of analysts' earnings forecasts and security-price changes
    • LYS, T., AND S. SOHN. "The Association between Revisions of Analysts' Earnings Forecasts and Security-Price Changes." Journal of Accounting and Economics (December 1990): 341-63.
    • (1990) Journal of Accounting and Economics , Issue.DECEMBER , pp. 341-363
    • Lys, T.1    Sohn, S.2
  • 8
    • 0040799579 scopus 로고
    • Public disclosure, private information collection, and short-term trading
    • MCNICHOLS, M., AND B. TRUEMAN. "Public Disclosure, Private Information Collection, and Short-Term Trading." Journal of Accounting and Economics (January 1994): 69-94.
    • (1994) Journal of Accounting and Economics , Issue.JANUARY , pp. 69-94
    • McNichols, M.1    Trueman, B.2
  • 9
    • 39149126416 scopus 로고
    • Analysts' forecasts as earnings expectations
    • O'BRIEN, P. "Analysts' Forecasts as Earnings Expectations." Journal of Accounting and Economics (January 1988): 53-83.
    • (1988) Journal of Accounting and Economics , Issue.JANUARY , pp. 53-83
    • O'Brien, P.1
  • 10
    • 0031479590 scopus 로고    scopus 로고
    • The value of correlated signals in agencies
    • RAJAN, M., AND B. SHARAT. "The Value of Correlated Signals in Agencies." Rand Journal of Economics (Spring 1997): 150-67.
    • (1997) Rand Journal of Economics , Issue.SPRING , pp. 150-167
    • Rajan, M.1    Sharat, B.2
  • 11
    • 4844228063 scopus 로고
    • Analyst forecasts and herding behavior
    • TRUEMAN, B. "Analyst Forecasts and Herding Behavior." Review of Financial Studies (Spring 1994): 97-124.
    • (1994) Review of Financial Studies , Issue.SPRING , pp. 97-124
    • Trueman, B.1
  • 12
    • 0000125897 scopus 로고
    • Information acquisition in a noisy rational expectations economy
    • VERRECCHIA, R. E. "Information Acquisition in a Noisy Rational Expectations Economy." Econometrica (November 1982): 1415-30.
    • (1982) Econometrica , Issue.NOVEMBER , pp. 1415-1430
    • Verrecchia, R.E.1
  • 13
    • 0010153344 scopus 로고    scopus 로고
    • The secret world of short-sellers
    • August 5
    • WEISS, G. "The Secret World of Short-Sellers." Business Week (August 5, 1996): 62-68.
    • (1996) Business Week , pp. 62-68
    • Weiss, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.