Keywords

analyst forecast dispersion, future stock returns, differences in opinion

Abstract

We provide evidence that stocks with higher dispersion in analysts' earnings forecasts earn lower future returns than otherwise similar stocks. This effect is most pronounced in small stocks and stocks that have performed poorly over the past year. Interpreting dispersion in analysts' forecasts as a proxy for differences in opinion about a stock, we show that this evidence is consistent with the hypothesis that prices will reflect the optimistic view whenever investors with the lowest valuations do not trade. By contrast, our evidence is inconsistent with a view that dispersion in analysts' forecasts proxies for risk.

Original Publication Citation

Differences of Opinion and the Cross Section of Stock Returns, 2002, with Christopher Malloy and Anna Scherbina, Journal of Finance, 57, 2113–2141.

Document Type

Peer-Reviewed Article

Publication Date

2002

Publisher

Journal of Finance

Language

English

College

Marriott School of Business

Department

Finance

University Standing at Time of Publication

Full Professor

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