摘要 : Predictability of future returns using ex ante information (e.g., analyst forecasts) violates market efficiency. We show that predictability can be due to non-random data deletion, especially in skewed distributions of long-horizo... 展开
作者 | S.P. Kothari Jowell S. Sabino Tzachi Zach |
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作者单位 | |
期刊名称 | 《Journal of accounting & economics》 |
页码/总页数 | p.129-161 / 33 |
语种/中图分类号 | 英语 / f |
关键词 | capital markets market efficiency |
馆藏号 | F-180 |