Earnings Belief Risk and the Cross-Section of Stock Returns*

DOI10.1093/rof/rfaa001zbMath1470.91295OpenAlexW3000247147MaRDI QIDQ5009016

Rajna Gibson Brandon, Songtao Wang

Publication date: 18 August 2021

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfaa001

zbMATH Keywords

asset pricinganalysts' EPS forecastsearnings belief riskEPS forecasting modelsheterogeneity of beliefs

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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