Scheduling corporate events such as earnings release dates can point to significant, untapped sources of alpha, as firm-initiated revisions to expected earnings announcement dates are strong predictors of firms’ upcoming earnings news and future returns.
Another finding was that this alpha does not disappear in microseconds. These signals can be observed and acted upon by traders in the minutes, hours, days and weeks before and after a corporate event.
Recent Content
-
Q1 Earnings Season Winds Down with Mixed Results from Retailers and One Big AI Darling On Deck
-
See It Market: CEO Uncertainty Rising As Q1 Earnings Season Ends Better Than Expected
-
Mid-Q2 2024 Investor Conference & Events Highlights Update
-
Fox Business: Watch 'corporate body language' for earnings clues
-
Cheddar: Earnings Season Takeaways? Companies Are Doing… Pretty Well!
-
Yahoo Finance: Mid-Q2 2024 Investor Conference and 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