Analyzing The Impact Of Analysts' Forecast Accuracy On Stock Returns: A Meta-Analytic Approach.

Analysts' perspectives on economic risk are a crucial element in the investor decision-making process. Several researchers have immersed themselves in analyst forecasts and stock prices. However, it is imperative to examine the consistency of findings from previous studies in order to draw general c...

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Publicado en:Journal of Namibian Studies Vol. 40; pp. 592 - 607
Autores principales: Benomar, Ikram, El Hiri, Abderrazak
Formato: Artículo
Publicado: Society of Cultural Studies & Social Sciences 2024
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Analyzing The Impact Of Analysts' Forecast Accuracy On Stock Returns: A Meta-Analytic Approach.
      aug:
        au:
          Benomar, Ikram
          El Hiri, Abderrazak
        affil:
          Research Laboratory in Entrepreneurship and Organizational Management, Fez Business School, Private University of Fez, Fez, Morocco
          Interdisciplinary Research Laboratory in Economics, Finance and Management of Organizations, University Sidi Mohamed BEN Abdellah, Fez
      su:
        Rate of return on stocks
        Stock price forecasting
        Business forecasting
        Financial risk
        Sampling errors
      sug:
        subj:
          Rate of return on stocks
          Stock price forecasting
          Business forecasting
          Financial risk
          Sampling errors
      keyword:
        Economic risk
        Financial analysts
        Forecasts
        Meta-analysis
        Stock market returns
      ab: Analysts' perspectives on economic risk are a crucial element in the investor decision-making process. Several researchers have immersed themselves in analyst forecasts and stock prices. However, it is imperative to examine the consistency of findings from previous studies in order to draw general conclusions. This analysis is necessary to establish whether analysts' forecasts actually influence stock market returns. Consistency between studies was assessed using a meta-analysis approach, facilitated by Comprehensive Meta-Analysis (CMA) software. Metaanalysis provides an effect size estimate to assess the relationship between the independent variable (analysts' forecasts) and the dependent variable (stock market returns). The results of the heterogeneity test indicate an Isquared value in excess of 50%, signifying substantial variation. Similarly, the correlation analysis reveals a p-value of 0.004, suggesting heterogeneity in the studies of analyst forecasts and stock market returns. Heterogeneity refers to disparities in data within or between studies, attributable to varying research locations and economic conditions. Consequently, the results of this study are heterogeneous due to significant sampling error arising from various research locations and economic circumstances. Thus, it is demonstrated that analysts' forecasts have an impact on stock market returns.
      pubtype: Academic Journal
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      src: R
    language: English
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