Link to the article: https://www.tradersinsight.news/ibkr-quant-news/secrets-to-sourcing-corporate-event-data-including-history/
Research efforts and reports focused on event data have one overarching finding in common. Corporate events, especially revisions to previously scheduled events, can cause volatility. Understanding the types of events, event changes and other event-related behaviors can identify previously unknown or under-appreciated sources of alpha and risk.
Recent Content
-
Mid-Q2 2024 Investor Conference & Events Highlights Update
-
CEO Uncertainty Remains High Even As Q1 Earnings Season Ends Better-than-Expected
-
Tabb Forum: Spin-Off Stocks Surprise to Start Q2 – Reviewing Recent Market-Newcomers
-
Spin-Off Stocks Surprise to Start Q2 - Reviewing Recent Market-Newcomers
-
MoneyFM: US Markets Wrap: Increase in Wall Street analysts’ Q2 S&P 500 earnings estimates
-
The Final Peak Week of the Q1 Season Begins Just As Earnings Hit Their Stride
-
The Globe and Mail: The Final Peak Week of the Q1 Season Begins
-
Solar Stocks, Berkshire, and the latest Costco Craze
-
Big Tech Earnings Beats Stymie Q2 Sell-Off
-
Volatility Watch: Eyeing a Pair of Blue Chips with Unusual Earnings Dates in the Heart of the Reporting Season