Chicago Quantitative Alliance
Fall 2018 Conference
September 12-13, 2018
Mid-America Club | Chicago
Professor Matthew Lyle from Northwestern University presented "Off-hours Earning Announcements: Leveraging Data to Develop Lucrative Strategies." He detailed findings from his recent paper that features Wall Street Horizon event data.
Abstract The Speed of the Market Reaction to Pre-Open versus Post-Close Earnings Announcements
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