Article ID: | iaor20171248 |
Volume: | 63 |
Issue: | 4 |
Start Page Number: | 1214 |
End Page Number: | 1231 |
Publication Date: | Mar 2017 |
Journal: | Management Science |
Authors: | Cen Ling, Yang Liyan, Wei K C John |
Keywords: | behaviour, forecasting: applications, investment |
We explore analysts’ earnings forecast data to improve on one popular disagreement measure–the analyst forecast dispersion measure–proposed by Diether et al. [Diether KB, Malloy CJ, Scherbina A (2002) Differences of opinion and the cross section of stock returns.