Wall Street Horizon's data has been used as a primary source in several independent academic studies. Professors have investigated our data and have found corporate event data such as earnings date revisions can have a significant impact on investment returns.
While the academics listed made extensive use of Wall Street Horizon corporate event data, please note Wall Street Horizon does not sponsor academic research; all papers are conducted independently by the researchers and their teams at their respective organizations.
If you are a professor or student conducting research at your academic institution, please contact us.
The findings of the study reveal that information percolation during earnings announcements leads to increased short selling activity by informed traders.
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The findings of the study reveal that both market attention and investor attention significantly influence stock market returns.
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The authors develop a new noise-robust jump test statistic and demonstrate that stock prices almost always jump immediately after earnings announcements
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Using a combination of qualitative and quantitative research methods, the authors analyze the patterns and strategies employed by investors in acquiring localized information.
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This study provides a method that more closely resembles implementable trading strategies and provides new insight into the optimal implementation of the strategies...
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The study uses Wall Street Horizon data and finds that firms which announce in the pre-open have higher abnormal volatility following the announcement relative to firms that announce in the post-close...
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This study examines whether delays in earnings announcements have implications for the future auditor-client relationship.
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The findings of the study reveal that return extrapolation indeed exists in the context of earnings announcements.
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