EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

949 Views11 Mar 2024 08:08
SUMMARY
  • A cross-country study on the post earning announcement drift effect.
  • We explore the use of various options-implied analytics to systematically view returns around earnings announcements.
  • Options-Implied Analytics can provide empowering information to better inform investment decisions.
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Nicholas Pezolano
Co-Founder & CEO
Newmark Risk
Quantitative AnalysisEquity Bottom-Up
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