Professor Matt Lyle presenting at CQA Fall 2018 Conference
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
Recent Content
-
What’s the Next Financial Shoe to Drop? Eyeing a Late Earnings Date Confirmation
-
FactSet Insight: March Investor and Analyst Days
-
Investor Day Month: Key Analyst Days Happening in March
-
FlexTrade: Macro-Data Drives Hedge Fund Strategies
-
Signs Point Towards Not So Rosy Outlooks from Retailers
-
FactSet Insight: Despite Robust January Retail Sales There Are Signs That Outlooks From Retailers Won’t Be So Rosy
-
A Pair of Bullish Earnings Date Confirmation Stocks and A Bearish Late Retail Confirmer
-
Investor's Business Daily: 7 Stocks Generate An Astounding 25% Of The S&P 500's Profit
-
See It Market: 2023 ETF Trends - What Investors Should Look Out For
-
Earnings Growth Improves as Investors Ready Themselves for Retailers
