Posterior probability model for stock return prediction based on analyst’s recommendation behavior

Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

Brad M. Barber, Reuven Lehavy, Maureen F. McNichols et al. · The Journal of Finance · 2001 · 1.1K citations

Abnormal Net Returns, Market Microstructure, Asset Pricing +16

Does the Stock Market Rationally Reflect Fundamental Values?

Lawrence H. Summers · The Journal of Finance · 1986 · 1.1K citations

Empirical Finance, Low Power, Economics +11

Efficient tests of stock return predictability☆

Julie H. Campbell, Motohiro Yogo · Journal of Financial Economics · 2006 · 1K citations

Financial Economics, Asset Pricing, Backtesting +5

Stock Prices, News, and Economic Fluctuations

Paul Beaudry, Franck Portier · American Economic Review · 2006 · 853 citations · Full text

Economic Fluctuation, Business Cycle Fluctuations, Economic Growth +16

The Anatomy of the Performance of Buy and Sell Recommendations

Scott E. Stickel · Financial Analysts Journal · 1995 · 779 citations

Consumer Research, Market Design, Buying Behavior +19