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.
4/30/23
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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4/28/23
The findings of the study reveal that both market attention and investor attention significantly influence stock market returns.
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4/25/23
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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9/23/22
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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4/05/22
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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7/21/21
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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2/23/21
This study examines whether delays in earnings announcements have implications for the future auditor-client relationship.
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9/04/20
The findings of the study reveal that return extrapolation indeed exists in the context of earnings announcements.
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