Looking back at single-stock events, and more specifically, analyzing what information was known about them and when it was made public, yields unique intelligence about their market impact. Quantitative traders and analysts can gain valuable insights from this intelligence to use in strategy development and model back-testing.
Using Wall Street Horizon historical data as a primary data source, independent academic studies have shown that market volatility can be anticipated by the scheduling and revisions in corporate events. For details, refer to our whitepaper Exploring Event Data and Volatility.
Wall Street Horizon's historical event data are the industry's largest, most detailed, and most accurate listings of this type of event data. Data is available from 2006-present -- historical timeframes vary per dataset -- for the following events: