Scheduling corporate events such as earnings release dates can point to significant, untapped sources of alpha, as firm-initiated revisions to expected earnings announcement dates are strong predictors of firms’ upcoming earnings news and future returns.
Another finding was that this alpha does not disappear in microseconds. These signals can be observed and acted upon by traders in the minutes, hours, days and weeks before and after a corporate event.
Recent Content
-
Welcome To Shareholder Meeting Month: AI, Oil, and the Consumer Are In the Spotlight
-
Earnings Strength Takes Center Stage as the Busiest Week of the Q1 Season Arrives
-
Berkshire Hathaway at a Crossroads: No Buffett, Record Markets, Big Questions
-
Clarity in Chaos: Leveraging Data and Earnings Insights in a Volatile 2026 Market
-
Mag 7 Earnings on Deck: AI Monetization and Leadership Transitions Take Center Stage this Week
-
Stocks Shook Off the March Dip: Now Q1 Earnings and April Data Take Center Stage
-
Q1 Earnings Kick Off: Strong Results and Record CEO Confidence Anchor the Market
-
Q2 2026 Investor Conference Calendar: Reading the Corporate Body Language
-
Q1 2026 Earnings Preview: Double-Digit Growth and the Visibility Gap
-
The 2026 IPO Bottleneck Breaks: From SpaceX to AI Unicorns
