TIMELY AGGREGATE ANALYST FORECASTS AS BETTER PROXIES FOR MARKET EARNINGS EXPECTATIONS

被引:32
作者
BROWN, LD [1 ]
KIM, KJ [1 ]
机构
[1] CHUNG ANG UNIV,SEOUL,SOUTH KOREA
关键词
D O I
10.2307/2491055
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:382 / 385
页数:4
相关论文
共 6 条
[1]   ASSOCIATION BETWEEN UNSYSTEMATIC SECURITY RETURNS AND THE MAGNITUDE OF EARNINGS FORECAST ERRORS [J].
BEAVER, WH ;
CLARKE, R ;
WRIGHT, WF .
JOURNAL OF ACCOUNTING RESEARCH, 1979, 17 (02) :316-340
[2]  
BROWN LD, 1991, INT J FORECASTING
[3]  
FOSTER G, 1977, ACCOUNT REV, V52, P1
[4]   FINANCIAL ANALYSTS FORECASTS OF EARNINGS - A BETTER SURROGATE FOR MARKET EXPECTATIONS [J].
FRIED, D ;
GIVOLY, D .
JOURNAL OF ACCOUNTING & ECONOMICS, 1982, 4 (02) :85-107
[5]   ANALYSTS FORECASTS AS EARNINGS EXPECTATIONS [J].
OBRIEN, PC .
JOURNAL OF ACCOUNTING & ECONOMICS, 1988, 10 (01) :53-83
[6]  
STICKEL SE, 1990, BIAS ACCURACY CONSEN