Wall Street Horizon has developed a new series of whitepapers illustrating the importance of corporate events and how different firm types can use event data to ultimately find alpha.


Trading Around the Earnings Calendar:


In this recent study, the RavenPack quantitative research team explored how changes in earnings announcement dates can offer valuable insights about stock price moves surrounding earnings events. The research paper provided more evidence that confirms findings from previous studies that depict earnings delays can signal weak performance, while advancing the date may be a sign of good news.

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*Newly Updated*
Exploring Corporate Data and Volatility:

Considerations for Academic and Financial Industry Research

Offered within are examples of how several academic researchers have leveraged high-quality data to conduct independent research and publish their results in academic journals. This paper details what to look for in corporate event data and suggests best practices for sourcing highly accurate data. Includes new foreword by Ed deHaan, University of Washington.

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Extreme Ways:

Trends and Consequences in Preliminary Earnings Events

The paper uncovers why institutional investors need to examine preliminary announcements ahead of quarterly disclosures, assess the change or deviation and determine how it plays into or against typical communications and the strength of signal it may represent about upcoming earnings.

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Using Corporate Event Data to Navigate Low-Latency in Equity Options:

Strategies for Institutional Traders and Market Makers

This paper explores new trends in the development of event-based trading signals in the equity options market. Citing contemporary academic research into options pricing and volatility, it examines the reasons to use predictive corporate event data to drive options trading decisions, especially within the context of increased low-latency and high-frequency trading (HFT) market makers in the market.

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