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From
Analyst Coverage and Stock Returns
Huai-Chun Lo, Febri Rahadi
Journal of Business and Management Sciences
.
2017
, 5(2), 42-56 doi:10.12691/jbms-5-2-3
Table 1. Dataset summary statistics
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Table 2. Correlation coefficients and Distribution of regression variables (N=374,838)
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Table 3. Regression result risk-adjusted returns on analyst following
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Table 4. Regression result of one factor alpha on analysts forecast accuracy
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Table 5. Regression result of three factor alpha on analysts forecast accuracy
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Table 6. Regression result of four factor alpha on analysts forecast accuracy
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Table 7. Regression result risk-adjusted returns influences on analyst optimistic
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Table 8. Regression result risk-adjusted returns on revision frequency of earning forecast
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