Are accurate bold forecasts better than accurate non-bold forecasts? Investors’ reactions to the joint effect of forecast boldness salience and forecast timing
In this study, I conduct an experiment to investigate how financial analysts‘ forecast boldness salience and forecast timing jointly influence investors‘ willingness to pay for investment advice, holding constant the accuracy of the forecast. I consider forecast boldness salience to refer to the ext...
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| Format: | Thesis |
| Language: | English |
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2013
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| Online Access: | https://hdl.handle.net/10356/51234 |