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..
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Can Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
Read MoreFeaturing Wall Street Horizon data in his research, Dr. Ernest Chan delves into pre-earnings announcement strategies...
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Do managers attempt to hide bad news by announcing earnings during periods of low market attention?
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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...
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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.
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