Descrição: In this paper we model the revisions of analysts' earnings forecasts as a marked-point process, so as to forecast when and by how much will a analyst revise his or her forecast. By taking into account possible strategic behaviour of analysts, such as conformism and reputational concerns, our approach accommodates the effect of social interactions between other analysts in the market.

Situação: Em andamento. Início: 2010. Natureza: Pesquisa.

Integrantes: João Mergulhão, Marcelo Fernandes, Joachim Grammig, Kerstin Kehrle.