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. 

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Abstract  The Speed of the Market Reaction to Pre-Open versus Post-Close Earnings Announcements