Wall Street Horizon data has been used as a primary source in several independent academic studies. Professors have investigated our data and have found corporate event data such as earnings date revisions can have a significant impact on investment returns. Check out our current list of academic research papers.
Exploring Corporate Event Data and Volatility: Considerations for Academic and Financial Industry Research
This white paper features examples of how several academic researchers have leveraged high-quality data to conduct independent research and publish their results in academic journals. This paper details what to look for in corporate event data and suggests best practices for sourcing highly accurate data. New edition includes latest academic studies and research on event clusters. Abstract and to download paper.
While the academics listed made extensive use of Wall Street Horizon event data, please note Wall Street Horizon does not sponsor academic research; all papers are conducted independently by the researchers and their teams at their respective organizations.
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