Predicting Influential Recommendation Revisions


We find that 19% of sell-side analysts’ stock recommendation revisions move stock prices significantly on the event date. With a model that predicts influential revisions out-of-sample, we show that these predictions can be... [ view full abstract ]


  1. Jose Faias (Catolica Lisbon SBE)

Topic Area

Trading Strategies


WE-A-SW » Computational Finance (11:30 - Wednesday, 18th July, Swift)

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