White Papers

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


(New Edition) 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. New edition includes latest academic studies and research on event clusters.

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Reassessing Risk Management with Corporate Event Data thumbnail

Reassessing Risk Management with Corporate Event Data

This white paper explores how corporate event data can be used to manage risk and aid compliance efforts. Institutional risk managers, traders and investors will come away with an overview of the risk management process, how corporate events can be used in a risk framework, and real world applications and use cases.

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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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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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