证券分析师盈余预测偏差之谜的新解释——来自中国证券分析师行业的新证据被引量：6

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摘要本文通过对中国12家证券机构分析师盈余预测偏差样本分布的统计特征进行研究,我们发现中国证券分析师盈余预测偏差样本并不服从正态分布,并存在两种不对称现象。我们称之为尾部不对称和中间不对称,并根据这两种不对称对现有的证券分析师盈余预测偏差矛盾结论做出了新解释。

作者王宇熹肖峻吴佳陈伟忠

机构地区上海工程技术大学管理学院江西财经大学金融学院同济大学经济与管理学院

出处《统计与决策》 CSSCI 北大核心 2006年第16期117-120,共4页 Statistics & Decision

基金上海市高校优秀青年教师科研专项基金资助(05XPYQ06) 国家自然科学基金(70273027)

关键词证券分析师盈余预测预测偏差行为金融

参考文献6

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