Abarbanell, J.S. ; Bernard, V.L. Tests of analysts’ overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior. 1992 J. Finance. 47 1181-1207
Ackert, L.F. ; Athanassakos, G. Prior uncertainty, analyst bias, and subsequent abnormal returns. 1997 J. Financ. Res.. 20 263-273
Ahir, H., Bloom, N., Furceri, D., 2022. The World Uncertainty Index. NBER Working Paper.
- Amiram, D. ; Landsman, W.R. ; Owens, E.L. ; Stubben, S.R. ‘How are analysts’ forecasts affected by high uncertainty?. 2018 J. Bus. Finance Account.. 45 295-318
Paper not yet in RePEc: Add citation now
- Andrei, D. ; Friedman, H.L. ; Ozel, N.B. Economic uncertainty and investor attention. 2023 J. Financ. Econ.. 149 179-217
Paper not yet in RePEc: Add citation now
Andrei, D. ; Hasler, M. Investor attention and stock market volatility. 2015 Rev. Financ. Stud.. 28 33-72
Azzimonti, M. Partisan conflict and private investment. 2018 J. Monetary Econ.. 93 114-131
Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636
Barber, B.M. ; Odean, T. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. 2008 Rev. Financ. Stud.. 21 785-818
Bartov, E. ; Givoly, D. ; Hayn, C. The rewards to meeting or beating earnings expectations. 2002 J. Account. Econ.. 33 173-204
- Basu, S. ; Markov, S. ; Shivakumar, L. Inflation, earnings forecasts, and post-earnings announcement drift. 2010 Rev. Account. Stud.. 15 403-440
Paper not yet in RePEc: Add citation now
Bebchuk, L. ; Cohen, A. ; Ferrell, A. What matters in corporate governance?. 2009 Rev. Financ. Stud.. 22 783-827
Ben-Rephael, A. ; Da, Z. ; Israelsen, R.D. It depends on where you search: Institutional investor attention and under-reaction to news. 2017 Rev. Financ. Stud.. 30 3009-3047
Bernard, V.L. ; Thomas, J.K. Post-earnings-announcement drift: Delayed price response or risk premium?. 1989 J. Account. Res.. 27 1-36
Bloom, N. Fluctuations in uncertainty. 2014 J. Econ. Perspect.. 28 153-176
- Bonaime, A. ; Gulen, H. ; Ion, M. Does policy uncertainty affect mergers and acquisitions?. 2018 J. Financ. Econ.. 129 531-558
Paper not yet in RePEc: Add citation now
- Bourveau, T. ; Garel, A. ; Joos, P. ; Petit-Romec, A. When attention is away, analysts misplay: Distraction and analyst forecast performance. 2022 Rev. Account. Stud.. -
Paper not yet in RePEc: Add citation now
Brogaard, J. ; Detzel, A. The asset-pricing implications of government economic policy uncertainty. 2015 Manage. Sci.. 61 3-18
Brown, L. Temporal analysis of earnings surprises: Profits and losses. 2001 J. Account. Res.. 39 221-241
- Brown, P. ; Foster, G. ; Noreen, E. security Analyst Multi-Year Earnings Forecasts and the Capital Market. 1985 American Accounting Association: Sarasota, Florida
Paper not yet in RePEc: Add citation now
Chahine, S. ; Daher, M. ; Saade, S. Doing good in periods of high uncertainty: Economic policy uncertainty, corporate social responsibility, and analyst forecast error. 2021 J. Financ. Stab.. 56 1009-1019
- Chan, L.K.C. ; Karceski, J. ; Lakonishok, J. ‘Analysts’ conflicts of interest and biases in earnings forecasts. 2007 J. Financ. Quant. Anal.. 42 893-913
Paper not yet in RePEc: Add citation now
Chen, L.H. ; Jiang, G.J. ; Zhu, K.X. Total attention: The effect of macroeconomic news on market reaction to earnings news. 2018 J. Bank. Financ.. 97 142-156
- Chen, M. ; Zhu, Z. ; Han, P. ; Chen, B. ; Liu, J. Economic policy uncertainty and analyst behaviours: Evidence from the United Kingdom. 2022 Int. Rev. Financ. Anal.. 9 -
Paper not yet in RePEc: Add citation now
- Chourou, L. ; Purda, L. ; Saadi, S. Economic policy uncertainty and analysts’ forecast characteristics’. 2021 J. Account. Public Policy. 40 1067-1075
Paper not yet in RePEc: Add citation now
Clement, Michael B. Analyst forecast accuracy: do ability, resources, and portfolio complexity matter?. 1999 J. Accounting Econ.. 27 285-303
Da, Z. ; Engelberg, J. ; Gao, P. In search of attention. 2011 J. Finance. 66 1461-1499
- Das, Somnath ; Levine, Carolyn B. ; Sivaramakrishnan, K. Earnings predictability and bias in analysts’ earnings forecasts. 1998 Account. Rev.. 73 277-294
Paper not yet in RePEc: Add citation now
- Dechow, P.M. ; Sloan, R.G. Returns to contrarian investment strategies: Tests of naive expectations hypotheses. 1997 J. Financ. Econ.. 43 3-27
Paper not yet in RePEc: Add citation now
DellaVigna, S. ; Pollet, J.M. Investor inattention and friday earnings announcements. 2009 J. Finance. 64 709-749
Diether, K.B. ; Malloy, C.J. ; Scherbina, A. Differences of opinion and the cross-section of stock returns. 2002 J. Finance. 57 2113-2141
Drake, M.D. ; Mayberry, M.A. ; Wilde, J.W. Pushing the future back: The impact of policy uncertainty on the market pricing of future earnings. 2018 J. Bus., Finance Account.. 45 895-927
- Duru, A. ; Reeb, D.M. International diversification and analysts forecast accuracy and bias. 2002 Account. Rev.. 77 415-433
Paper not yet in RePEc: Add citation now
Fernández-Villaverde, J. ; Guerrón-Quintana, P. ; Kuester, K. ; Rubio-Ramírez, J. Fiscal volatility shocks and economic activity. 2015 Amer. Econ. Rev.. 105 3352-3384
Francis, J. ; Philbrick, D. Analysts’ decisions as products of a multi-task environment. 1993 J. Account. Res.. 31 216-230
Frankel, R. ; Kothari, S.P. ; Weber, J. Determinants of the informativeness of analyst research. 2006 J. Account. Econ.. 41 29-54
Gompers, P. ; Ishii, J. ; Metrick, A. Corporate governance and equity prices. 2003 Q. J. Econ.. 118 107-155
Graham, J.R. ; Harvey, C.R. ; Rajgopal, S. The economic implications of corporate financial reporting. 2005 J. Account. Econ.. 40 3-73
Grullon, G. ; Kanatas, G. ; Weston, J. Advertising, breadth of ownership, and liquidity. 2004 Rev. Financ. Stud.. 17 439-461
Gulen, H. ; Ion, M. Policy uncertainty and corporate investment. 2016 Rev. Financ. Stud.. 29 523-564
- Hasan, R. ; Shahid, A. Limited attention, analyst forecasts, and price discovery. 2021 Adv. Account. Behav. Res.. 24 51-86
Paper not yet in RePEc: Add citation now
Hayes, R.M. The impact of trading commission incentives on analysts’ stock coverage decisions and earnings forecasts. 1998 J. Account. Res.. 36 299-320
Hilary, G. ; Hsu, C. Analyst forecast consistency. 2013 J. Finance. 68 271-297
Hirshleifer, D. ; Levi, Y. ; Lourie, B. ; Teoh, S.H. Decision fatigue and heuristic analyst forecasts. 2019 J. Financ. Econ.. 133 83-98
Hirshleifer, D. ; Lim, S.S. ; Teoh, S.H. Driven to distraction: Extraneous events and underreaction to earnings news. 2009 J. Finance. 64 2289-2325
- Hirshleifer, D. ; Sheng, J. Macro news and micro news: Complements or substitutes?. 2022 J. Financ. Econ.. 145 1006-1024
Paper not yet in RePEc: Add citation now
Hirshleifer, D. ; Teoh, S.H. Limited attention, information disclosure, and financial reporting. 2003 J. Account. Econ.. 36 337-386
Huberman, G. ; Regev, T. Contagious speculation and a cure for cancer: A nonevent that made stock prices soar. 2001 J. Finance. 56 387-396
- Hughes, J. ; Liu, J. ; Su, W. On the relation between predictable market returns and predictable analyst forecast errors. 2008 Rev. Account. Stud.. 13 266-291
Paper not yet in RePEc: Add citation now
- Hugon, A. ; Kumar, A. ; Lin, A. Analysts, macroeconomic news, and the benefit of active in-house economists. 2016 Account. Rev.. 91 513-534
Paper not yet in RePEc: Add citation now
Hutton, A.P. ; Lee, L.F. ; Shu, S.Z. Do managers always know better? The relative accuracy of management and analyst forecasts. 2012 J. Account. Res.. 50 1217-1244
Ittner, C. ; Lambert, R. ; Larcker, D. The structure and performance consequences of equity grants to employees of new economy firms. 2003 J. Account. Econ.. 34 89-127
Johnson, T.C. Forecast dispersion and the cross section of expected returns. 2004 J. Finance. 59 1957-1978
Julio, B. ; Yook, Y. Political uncertainty and corporate investment cycles. 2012 J. Finance. 67 45-83
- Kacperczyk, M. ; Van Nieuwerburgh, S. ; Veldkamp, L. A rational theory of mutual funds’ attention allocation. 2016 Econometrica. 84 571-626
Paper not yet in RePEc: Add citation now
- Kahneman, D. Attention and Effort. 1973 Prentice-Hall, Englewood Cliffs: NJ
Paper not yet in RePEc: Add citation now
Kasznik, R. ; McNichols, M.F. Does meeting earnings expectations matter? Evidence from analyst forecast revisions and share prices. 2002 J. Account. Res.. 40 727-759
Ke, B. ; Yu, Y. The effect of issuing biased earnings forecasts on analysts’ access to management and survival. 2006 J. Account. Res.. 44 965-999
Kelly, B. ; Pastor, L. ; Veronesi, P. The price of political uncertainty: Theory and evidence from the option market. 2016 J. Finance. 71 2417-2480
Kothari, S.P Capital markets research in accounting. 2001 J. Account Econ.. 31 105-231
Kothari, S.P. ; So, E. ; Verdi, R. Analysts’ forecasts and asset pricing: A survey. 2016 Ann. Rev. Financ. Econ.. 8 197-219
Kottimukkalur, Badrinath Attention to market information and underreaction to earnings on market moving days. 2019 J. Financ. Quant. Anal.. 54 2493-2516
- Kross, William ; Ro, Byung ; Schroeder, Douglas Earnings expectations: the analysts’ information advantage. 1990 Account. Rev.. 65 461-476
Paper not yet in RePEc: Add citation now
Li, N. ; Richardson, S. ; Tuna, A.I. Macro to micro: Country exposures, firm fundamentals and stock returns. 2014 J. Account. Econ.. 58 1-20
Lim, Terence Rationality and analysts’ forecast bias. 2001 J. Financ.. 56 369-385
Livnat, Joshua ; Mendenhall, Richard R. Comparing the post-earnings announcement drift for surprises calculated from analyst and time series forecasts. 2006 J. Account. Res.. 44 177-205
- Loh, R.K. ; Stulz, R.M. Is sell-side research more valuable in bad times?. 2018 J. Finance. 73 959-1013
Paper not yet in RePEc: Add citation now
Malmendier, U. ; Shanthikumar, D. Are small investors naive about incentives?. 2007 J. Financ. Econ.. 85 457-489
Markiewicz, A. ; Verhoeks, R. ; Verschoor, W.F.C. ; Zwinkels, R.C.J. Inattentive search for currency fundamentals. 2023 IMF Econ. Rev.. 71 907-952
- Matsumoto, D.A. Management’s incentives to avoid negative earnings surprises. 2002 Account. Rev.. 77 483-514
Paper not yet in RePEc: Add citation now
McNichols, M. ; O’Brien, P.C. Self-selection and analyst coverage. 1997 J. Account. Res.. 35 167-199
- Michaely, R. ; Rubin, A. ; Vedrashko, A. Firm Heterogeneity and Investor Inattention to Friday Earnings Announcements. 2013 Cornell University:
Paper not yet in RePEc: Add citation now
Michaely, Roni ; Womack, Kent L. Conflict of interest and the credibility of underwriter analyst recommendations. 1999 Rev. Financ. Stud.. 12 653-686
- Mikhail, M.B. ; Walther, B.R. ; Willis, R.H. When security analysts talk, who listens?. 2007 Account. Rev.. 82 1227-1253
Paper not yet in RePEc: Add citation now
- Nagar, V. ; Schoenfeld, J. ; Wellman, L. Economic policy uncertainty and information asymmetry. 2019 J. Account. Econ.. 67 36-57
Paper not yet in RePEc: Add citation now
- O’Brien, P.C. Analysts’ forecasts as earnings expectations. 1988 J. Account. Econ.. 10 53-83
Paper not yet in RePEc: Add citation now
- Pashler, H.E. The Psychology of Inattention. 1998 MIT Press: Cambridge
Paper not yet in RePEc: Add citation now
Pastor, L. ; Veronesi, P. Political uncertainty and risk premia. 2013 J. Financ. Econ.. 110 520-545
Pastor, L. ; Veronesi, P. Uncertainty about government policy and stock prices. 2012 J. Finance. 72 1219-1264
Peng, L. ; Xiong, W. Investor attention, overconfidence and category learning. 2006 J. Financ. Econ.. 80 563-602
- Peng, L. ; Xiong, W. ; Bollerslev, T. Investor attention and time-varying comovements. 2007 Eur. Financial Manag.. 13 394-422
Paper not yet in RePEc: Add citation now
Richardson, S. ; Teoh, S.H. ; Wysocki, P.D. The walk-down to beatable analyst forecasts: The role of equity issuance and insider trading incentives. 2004 Contemp. Account. Res.. 21 885-924
Rodrik, D. Policy uncertainty and private investment. 1991 J. Dev. Econ.. 36 229-242
- Schmidt, D., 2021. Investors’ Attention and Stock Covariation: Evidence from Google Sport Searches. Working paper.
Paper not yet in RePEc: Add citation now
Sims, C.A. Implications of rational inattention. 2003 J. Monetary Econ.. 50 665-690
- Skinner, Douglas ; Sloan, Richard Growth expectations and stock returns or don”t let an earnings torpedo sink your portfolio. 2002 Rev. Account. Stud.. 7 -
Paper not yet in RePEc: Add citation now
So, E.C. A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?. 2013 J. Financ. Econ.. 108 615-640
Stock, J.H. ; Watson, M.W. Disentangling the Channels of the 2007-2009 Recession. 2012 Harvard University, Princeton University:
Ter Ellen, S. ; Verschoor, W.F.C. ; Zwinkels, R.C.J. Agreeing on disagreement: Heterogeneity or uncertainty?. 2019 J. Financial Mark.. 44 17-30
- Van Nieuwerburgh, S. ; Veldkamp, L. ‘Information acquisition and under-diversification’. 2010 Rev. Econom. Stud.. 77 779-805
Paper not yet in RePEc: Add citation now
- Veenman, D. ; Verwijmeren, P. Do investors fully unravel persistent pessimism in analysts’ earnings forecasts?. 2018 Account. Rev.. 93 349-377
Paper not yet in RePEc: Add citation now
Yuan, Y. Market-wide attention, trading and stock returns. 2015 J. Financ. Econ.. 116 548-564