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.
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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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This study examines whether delays in earnings announcements have implications for the future auditor-client relationship.
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The research findings are consistent with some managers hyping the stock prior to investor conferences and selling their shares at inflated prices...
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Using Wall Street Horizon earning dates, the paper finds that each quarter has a handful of days with potential to have an impressive cluster of firms announcing earnings simultaneously in either the pre-open or post-close...
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This study is the first to shed light on HFTs’ role in facilitating incorporation of earnings information into prices.
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This research examines the percentage of HFT trading in stocks with low versus high attention around earnings announcements.
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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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Author Santosh finds that price discovery after an earnings announcement occurs quickly through trading, and is not simply based on elapsed time after the announcement. Using Wall Street Horizon earnings press release dates and times...
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