Fabrizio Erbetta

University of Piemonte Orientale

Rectory, via Duomo

Novara, Novara 6-13100

Italy

  • University of Piemonte Orientale

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The Effect of Analysts' Forecasts on Stock Market Returns: A Composite Multifactor Approach

Number of pages: 50 Posted: 03 Jun 2007 Last Revised: 25 Mar 2009
Stefano Bonini, Vincenzo Capizzi, Alessandro Paolo Luigi Cipollini and Fabrizio Erbetta
Stevens Institute of Technology - School of Business, University of Piemonte Orientale - Department of Economics and Business Studies, Deutsche Bank, Fixed Income Research and University of Piemonte Orientale
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asset pricing models, forecasting stock returns, APT, autoregressive models, cost of equity