underreactioncross-section of stock returnsWe explore analysts' earnings forecast data to improve upon one popular disagreement measure — the analyst forecast dispersion measure — proposed by Diether, Madoi:10.2139/ssrn.2174598Cen, LingWei, K.C. John...
Disagreement, underreaction, and stock returns 2017, Management Science View all citing articles on Scopus☆ We would like to thank Daniel Andrei, Snehal Banerjee, Jonathan Berk, Karen Chaltikian, Hui Chen, Anna Cieslak, Brett Dunn, Andrea Eisfeldt, Xavier Gabaix, Stuart Gabriel, Mark Grinblatt,...
Some of the behavioral models offered to explain value and momentum returns fall under the rubric of disagreement, including the overreaction and underreaction to information proposed by DeBondt and Thaler (1987), Barberis, Shleifer, and Vishny (1998), and Daniel, Hirshleifer, and Subrahmanyam (1998...