How certain firm-specific characteristics affect the accuracy and dispersion of analysts' forecasts. A latent variables approach

Mohinder Parkash, Dan S. Dhaliwal, William K. Salatka

Research output: Contribution to journalArticlepeer-review

25 Scopus citations

Abstract

We suggest that analysts' uncertainty in predicting earnings is a function of: (1) the uncertainty due to production, investment, and financing (PIF) activities, and (2) the amount of information available about the firm. We use a latent variable approach to explore this framework. Observed indicator variables are used to represent the underlying unobserved attributes. The results show that analysts' uncertainty is a positive function of business risk, financial risk, and ownership concentration, and is negatively related to the amount of information.

Original languageEnglish (US)
Pages (from-to)161-169
Number of pages9
JournalJournal of Business Research
Volume34
Issue number3
DOIs
StatePublished - Nov 1995

ASJC Scopus subject areas

  • Marketing

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