The time-varying performance of UK analyst recommendation revisions : do market conditions matter?

Su, C., Zhang, H. and Hudson, R. (2020) The time-varying performance of UK analyst recommendation revisions : do market conditions matter? Financial Markets, Institutions and Instruments, 29 (2). pp. 65-89. ISSN 0963-8008

Abstract

Metadata

Authors/Creators:
  • Su, C.
  • Zhang, H.
  • Hudson, R.
Copyright, Publisher and Additional Information: © 2020 The Authors. Financial Markets, Institutions & Instruments published by New York University Salomon Center and Wiley Periodicals LLC. This is an open access article under the terms of the Creative Commons Attribution License, (http://creativecommons.org/licenses/by/4.0/) which permits use, distribution and reproduction in any medium, provided the original work is properly cited.
Keywords: Analyst recommendation revisions; Market conditions; Non-temporal threshold regression model; Bootstrap simulations
Dates:
  • Accepted: 22 October 2019
  • Published (online): 29 April 2020
  • Published: May 2020
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 02 Apr 2020 08:11
Last Modified: 29 Apr 2020 11:52
Status: Published
Publisher: Wiley
Refereed: Yes
Identification Number: https://doi.org/10.1111/fmii.12126

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