Post-Earnings-Annoucement Drift Using NLP on Earnings Calls

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Academic paper

PEAD.txt: Post-Earnings-Announcement Drift Using Text

AuthorsVitaly Meursault; Pierre Jinghong Liang; Bryan Routledge; Madeline Marco Scanlon

Institute
  • Federal Reserve Bank of Philadelphia
  • Federal Reserve Banks - Federal Reserve Bank of Philadelphia
  • Carnegie Mellon University
  • Tepper School of Business, Carnegie Mellon University
  • Carnegie Mellon University - David A. Tepper School of Business
  • University of Pittsburgh

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