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Journal of Banking & Finance Vol. 37 No. 1 2013

Do star analysts know more firm-specific information? Evidence from China

Nianhang Xu1; Kam C. Chan2; Xuanyu Jiang1; Zhihong Yi1

1 Renmin University of China · 2 Western Kentucky University

Abstract

Using a unique database in China, we extend the literature to further distinguish the information production role of star vs. non-star analysts. We confirm the general conclusion of a positive association between analyst coverage and stock return synchronicity measured by a firm’s R2 in China. The findings from star analysts, however, show that star analyst coverage actually decreases stock return synchronicity. We contend that the firm-specific human capital in star analysts helps the analysts overcome the challenges of information production in an emerging market. The superior firm-specific human capital argument of star analysts is further supported by the negative association of star analysts’ firm-specific experiences and stock return synchronicity. Our conclusions are robust to different specifications of star analyst presence and different definitions of analysts’ firm-specific experiences. We also find that star analysts exhibit a more accurate earnings forecast than non-star analysts.

DOI
10.1016/j.jbankfin.2012.08.014
Volume
37
Issue
1
Pages
89-102
Language
en
Sources
openalex crossref bibtex:phds-export.bib

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