Analysts herding: when does sentiment matter?

Herding among analysts emerges when analysts give priority to their peers’ opinions instead of their own beliefs or information. Some circumstances may enhance or restrain this type of behaviour. We postulate that market sentiment is one of them. This article analyses the effect that investor sentim...

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Detalles Bibliográficos
Autores: Blasco de las Heras, Natividad, Corredor Casado, María Pilar, Ferrer Zubiate, Elena
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2018
País:España
Institución:Universidad Pública de Navarra
Repositorio:Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
OAI Identifier:oai:dnet:academicae__::5c1d609736f698f2bf44296dded3af80
Acceso en línea:https://academica-e.unavarra.es/handle/2454/39413
Access Level:acceso abierto
Palabra clave:Herding
Investor sentiment
Analyst forecasts
Hard-to-value firms
Behavioural finance
Descripción
Sumario:Herding among analysts emerges when analysts give priority to their peers’ opinions instead of their own beliefs or information. Some circumstances may enhance or restrain this type of behaviour. We postulate that market sentiment is one of them. This article analyses the effect that investor sentiment may have on analysts’ herding behaviour in the U.K. Our results suggest that ‘easy situations’ such as analysing easy-to-value securities and releasing optimistic information at times of high market sentiment clearly reduce herding practices, whereas herding clearly increases in difficult situations when analysts have to release negative information at moments of high investor sentiment.