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 haven't read our white paper Exploring Corporate Event Data and Volatility:
Considerations for Academic and Financial Industry Research, it shares examples of how several academic researchers have leveraged high-quality data to conduct independent research and publish their results in academic journals. We recently updated it with seven additional studies that investigate how corporate event data impacts investment returns.
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.
Seven additional studies from around the global that investigate how corporate event data impacts investment returns.
If you are a professor or student conducting research at your academic institution, please contact us.
The research findings are consistent with some managers hyping the stock prior to investor conferences and selling their shares at inflated prices...
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Using Wall Street Horizon earning dates, the paper finds that each quarter has a handful of days with potential to have an impressive cluster of firms announcing earnings simultaneously in either the pre-open or post-close...
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The paper provides initial evidence that stock exchange procedures around closing auctions advantage speed traders at the expense of auction participants.
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This study is the first to shed light on HFTs’ role in facilitating incorporation of earnings information into prices.
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This research examines the percentage of HFT trading in stocks with low versus high attention around earnings announcements.
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Author Santosh finds that price discovery after an earnings announcement occurs quickly through trading, and is not simply based on elapsed time after the announcement. Using Wall Street Horizon earnings press release dates and times...
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Using Wall Street Horizon data as a primary source of the study, the authors find that earnings schedules have strong predictive power for ï¬rms’ earnings news and future returns..
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Can Earnings Date Revisions be Used to Generate Alpha? Yes, according to new Deltix Study.
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