Professor Matt Lyle presenting at CQA Fall 2018 Conference
Mon September 10, 2018
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