Using Wall Street Horizon data as a primary source in this academic study, the authors find that the announcement of a scheduled earnings release date itself can be associated with significant abnormal returns if it either advances or delays..
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Using Wall Street Horizons’ quarterly earnings announcement dates and annual meeting of shareholders dates, the authors provide evidence that option implied volatility-based measures predict future excess returns for stocks.
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Scheduling corporate events such as earnings release dates can point to significant, untapped sources of alpha, as firm-initiated revisions to expected earnings announcement dates are strong predictors of firms’ upcoming earnings news and future.
Read MoreMIT Professor So finds firms that advance their earnings dates generated greater earnings performance, higher returns and a greater Return on Assets on average than those that delayed their announcements and did so by a significant margin.
Read MoreInstead of burying earnings information on Fridays, managers are actually highlighting it. Savvy managers might highlight unexpectedly good earnings by releasing them on Friday, when the market is thought to be napping, but is actually wide awake.
Read MoreWoburn, MA, April 28, 2014 – Wall Street Horizon, a provider of low-latency alerting and intra-day monitoring of single-stock event calendar data, today announced the launch of its new ETF Distribution Calendar data feed.
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Woburn, Mass.-based corporate earnings and event data provider Wall Street Horizon has launched a new ETF Calendar Data Feed to provide institutional traders and market makers with access to announced, projected and historical exchange-traded fund...
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The recent furor over high-frequency trading prompted by Michael Lewis' book Flash Boys has led many to think that the only source of innovation in financial markets is making things faster, so that some kind of banker-sandman phantom can steal Granny's..
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