Construct · 1 fields · 1 citations

dispersion anomaly: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
dispersionanomaly1 CONSTRUCTDispersion anomalyDIETHER · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

the finding that stocks with greater dispersion in analysts' earnings forecasts earn lower future returns, consistent with overpricing under short-sale limits.

In asset pricing, dispersion anomaly refers to the finding that stocks with greater dispersion in analysts' earnings forecasts earn lower future returns, consistent with overpricing under short-sale limits. This meaning comes from Diether (2002) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

dispersion of analyst forecasts1 fields · 1 citationsanchor · a standalone constructanomaly4 fields · 7 citationsjingle · one word, four constructsasset2 fields · 2 citationsjingle · one word, two constructs

References

  1. Diether, K. B., Malloy, C. J., & Scherbina, A. (2002). Differences of Opinion and the Cross Section of Stock Returns. The Journal of Finance, 57(5), 2113-2141. https://doi.org/10.1111/0022-1082.00490

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