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.
Using Wall Street Horizon data as a primary source of the study, the authors find that earnings schedules have strong predictive power for ﬁrms’ earnings news and future returns..
Can Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
Featuring Wall Street Horizon data in his research, Dr. Ernest Chan delves into pre-earnings announcement strategies...
Do managers attempt to hide bad news by announcing earnings during periods of low market attention?
With Wall Street Horizon as the primary source of data for this study, the authors show that abnormal returns can be realized when tracking schedule earnings release dates...
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.