Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124265163> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W3124265163 abstract "This paper investigates the problem of time stamp errors in the IBES database, the most important data provider of analyst recommendations and forecasts currently. We compare IBES to alternative data sources and show that IBES announcement dates of both recommendations and forecasts are systematically delayed. As a consequence, announcement returns in IBES are significantly underestimated while the pre-announcement effect, which often includes the effective announcement date, is overestimated. We also show that time stamp errors in IBES differ significantly in the cross-section, driving some of the cross-sectional differences in announcement returns. Finally, we discuss how existing research is affected by time stamp errors." @default.
- W3124265163 created "2021-02-01" @default.
- W3124265163 creator A5009933094 @default.
- W3124265163 creator A5021659048 @default.
- W3124265163 creator A5061871855 @default.
- W3124265163 date "2012-01-01" @default.
- W3124265163 modified "2023-09-27" @default.
- W3124265163 title "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions" @default.
- W3124265163 hasPublicationYear "2012" @default.
- W3124265163 type Work @default.
- W3124265163 sameAs 3124265163 @default.
- W3124265163 citedByCount "0" @default.
- W3124265163 crossrefType "posted-content" @default.
- W3124265163 hasAuthorship W3124265163A5009933094 @default.
- W3124265163 hasAuthorship W3124265163A5021659048 @default.
- W3124265163 hasAuthorship W3124265163A5061871855 @default.
- W3124265163 hasConcept C121955636 @default.
- W3124265163 hasConcept C127413603 @default.
- W3124265163 hasConcept C143724316 @default.
- W3124265163 hasConcept C149782125 @default.
- W3124265163 hasConcept C151730666 @default.
- W3124265163 hasConcept C162324750 @default.
- W3124265163 hasConcept C204036174 @default.
- W3124265163 hasConcept C2988984586 @default.
- W3124265163 hasConcept C41008148 @default.
- W3124265163 hasConcept C77088390 @default.
- W3124265163 hasConcept C78519656 @default.
- W3124265163 hasConcept C86803240 @default.
- W3124265163 hasConceptScore W3124265163C121955636 @default.
- W3124265163 hasConceptScore W3124265163C127413603 @default.
- W3124265163 hasConceptScore W3124265163C143724316 @default.
- W3124265163 hasConceptScore W3124265163C149782125 @default.
- W3124265163 hasConceptScore W3124265163C151730666 @default.
- W3124265163 hasConceptScore W3124265163C162324750 @default.
- W3124265163 hasConceptScore W3124265163C204036174 @default.
- W3124265163 hasConceptScore W3124265163C2988984586 @default.
- W3124265163 hasConceptScore W3124265163C41008148 @default.
- W3124265163 hasConceptScore W3124265163C77088390 @default.
- W3124265163 hasConceptScore W3124265163C78519656 @default.
- W3124265163 hasConceptScore W3124265163C86803240 @default.
- W3124265163 hasLocation W31242651631 @default.
- W3124265163 hasOpenAccess W3124265163 @default.
- W3124265163 hasPrimaryLocation W31242651631 @default.
- W3124265163 hasRelatedWork W125121440 @default.
- W3124265163 hasRelatedWork W1533066998 @default.
- W3124265163 hasRelatedWork W162834356 @default.
- W3124265163 hasRelatedWork W1973799740 @default.
- W3124265163 hasRelatedWork W2023176595 @default.
- W3124265163 hasRelatedWork W2069138850 @default.
- W3124265163 hasRelatedWork W2091274168 @default.
- W3124265163 hasRelatedWork W2117141951 @default.
- W3124265163 hasRelatedWork W2119994375 @default.
- W3124265163 hasRelatedWork W2126105329 @default.
- W3124265163 hasRelatedWork W2135896413 @default.
- W3124265163 hasRelatedWork W2209968783 @default.
- W3124265163 hasRelatedWork W2253809066 @default.
- W3124265163 hasRelatedWork W2317248055 @default.
- W3124265163 hasRelatedWork W2334623343 @default.
- W3124265163 hasRelatedWork W2612781250 @default.
- W3124265163 hasRelatedWork W3123705802 @default.
- W3124265163 hasRelatedWork W3125579476 @default.
- W3124265163 hasRelatedWork W3130725703 @default.
- W3124265163 hasRelatedWork W2118414529 @default.
- W3124265163 isParatext "false" @default.
- W3124265163 isRetracted "false" @default.
- W3124265163 magId "3124265163" @default.
- W3124265163 workType "article" @default.