Independent Academic Research

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 Path of Price Discovery: Real Time vs. Trade Time


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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