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Extrapolation Bias in Explaining the Asset Growth Anomaly: Evidence from Analysts’ Multi-Period Earnings Forecasts
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Analysts’ accrual-related over-optimism: do analyst characteristics play a role?
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Using residual income to refine the relationship between earnings growth and stock returns
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The relation between corporate financing activities, analysts’ forecasts and stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2010.06.001openalex-extracted
Does q-theory with investment frictions explain anomalies in the cross section of returns?
inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.024openalex-extracted
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
inferredcites →https://doi.org/10.1016/j.jfineco.2012.12.002openalex-extracted
The asset growth effect: Insights from international equity markets
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Uncertainty, market structure, and liquidity
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Capital markets research in accounting
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Returns to contrarian investment strategies: Tests of naive expectations hypotheses
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Capital Investments and Stock Returns
inferredcites →https://doi.org/10.1017/s0022109011000561openalex-extracted
On the Scope and Drivers of the Asset Growth Effect
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The Role of Expectations in Explaining the Cross-Section of Stock Returns
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Addressing Moderated Mediation Hypotheses: Theory, Methods, and Prescriptions
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An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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Statistical Methods for Comparing Regression Coefficients Between Models
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/649760openalex-extracted
Investment‐Based Expected Stock Returns
inferredcites →https://doi.org/10.1093/rfs/15.3.869openalex-extracted
Why New Issues and High-Accrual Firms Underperform: The Role of Analysts’ Credulity
inferredcites →https://doi.org/10.1093/rfs/hhs061openalex-extracted
Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
inferredcites →https://doi.org/10.1111/0022-1082.00161openalex-extracted
Optimal Investment, Growth Options, and Security Returns
inferredcites →https://doi.org/10.1111/1475-679x.00003openalex-extracted
Do Analysts and Auditors Use Information in Accruals?
inferredcites →https://doi.org/10.1111/1540-6261.00491openalex-extracted
A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts
inferredcites →https://doi.org/10.1111/j.1475-679x.2009.00353.xopenalex-extracted
The q‐Theory Approach to Understanding the Accrual Anomaly
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-extracted
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03750.xopenalex-extracted
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05223.xopenalex-extracted
Expectations and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04811.xopenalex-extracted
Analyst Following of Initial Public Offerings
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04825.xopenalex-extracted
Good News for Value Stocks: Further Evidence on Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01370.xopenalex-extracted
Asset Growth and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1911-3846.1995.tb00484.xopenalex-extracted
The Effect of Investment Banking Relationships on Financial Analysts' Earnings Forecasts and Investment Recommendations*
inferredcites →https://doi.org/10.1287/mnsc.1110.1356openalex-extracted
Investor Sentiment and Analysts' Earnings Forecast Errors
inferredcites →https://doi.org/10.1287/mnsc.2015.2235openalex-extracted
Cash-Flow News and the Investment Effect in the Cross Section of Stock Returns
inferredcites →https://doi.org/10.1506/92cb-p8g9-2a31-pv0ropenalex-extracted
Information Uncertainty and Analyst Forecast Behavior*
inferredcites →https://doi.org/10.2139/ssrn.172060openalex-extracted
Earnings Surprises, Growth Expectations, and Stock Returns: Don't Let an Earnings Torpedo Sink Your Portfolio
inferredcites →https://doi.org/10.2139/ssrn.268538openalex-extracted
Capital Investments and Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.276628openalex-extracted
Why Do New Issues and High-Accrual Firms Underperform: The Role of Analysts' Credulity
inferredcites →https://doi.org/10.2139/ssrn.756565openalex-extracted
Information Uncertainty and Analyst Forecast Behavior
inferredcites →https://doi.org/10.2307/2329262openalex-extracted
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.2307/2329502openalex-extracted
Good News for Value Stocks: Further Evidence on Market Efficiency
inferredcites →https://doi.org/10.2308/accr-10200openalex-extracted
Direct and Mediated Associations among Earnings Quality, Information Asymmetry, and the Cost of Equity
inferredcites →https://doi.org/10.2308/accr.2003.78.1.353openalex-extracted
Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
inferredcites →https://doi.org/10.2308/accr.2004.79.2.355openalex-extracted
Value-Glamour and Accruals Mispricing: One Anomaly or Two?
inferredcites →https://doi.org/10.2308/tar-9608042309openalex-extracted
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
inferredcites →https://doi.org/10.3386/w4360openalex-extracted
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.4159/harvard.9780674365063.c18openalex-extracted
APPENDIX 4: TWO-TAILED AND ONE-TAILED t TESTS
inferredcites →https://doi.org/10.1016/j.jacceco.2004.10.002openalex-snapshot
Do investors overvalue firms with bloated balance sheets?
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04772.xopenalex-snapshot
Contrarian Investment, Extrapolation, and Risk
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