We analyze earnings forecasting errors made by financial analysts for 18 developed
countries over the 1990–2006 period. We use the Heston–Rouwenhorst approach to unravel …

The aim of this study is to analyze and compare the financial analysts’ forecasts accuracy
and bias, and the abnormal earnings announcement returns of “green” and “non-green” US …

This study investigates the financial analysts’ performance on eight Pacific-Basin markets
from 1990 to 2000. We focus on the analysis of the crisis in 1997 on the quality of earnings …

The aim of this study is to analyze the relative importance of geopolitical risk (GPR), as
introduced by Caldara and Iacoviello (2022), on the dynamics of US REITs returns. Using an …

We analyse the relative importance of country-, industry-, and firm-specific factors in explaining
the source of variation in the forecast errors made by financial analysts with respect to …

Our main objective in this chapter is to shed light on financial analysts’ performance on
Eastern European frontier markets during the past decade (2005–13). Considering the global …

In linear models for hedge fund returns, errors-in-variables may significantly alter the
measurement of factor loadings and the estimation of abnormal performance. The higher moment …

This paper gives a critical perspective on the implementation of International Financial
Reporting Standards (IFRS) in Canada and discusses the degree of change that it represents. …

The growth of listed property mar-kets globally is one of the great success stories of international
financial markets over the last two decades. Originally established by US Congress to …

Our main objective in this study is to revisit the seminal work of De Bondt and Thaler (1990),
a quarter century later. Focusing on the global financial crisis in 2008, we analyze the …