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Our data says that the document:

Jorida, Papakroni. (2018) The dispersion anomaly and analyst recommendations.
In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

Full description at Econpapers

cites:

Spiegel MI, Wang X (2005) Cross-sectional variation in stock returns: liquidity and idiosyncratic risk. Unpublished working paper, Yale University.

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