collaborators

1 paper

q-fin.CP2025

Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns

Yuntao Wu, Ege Mert Akin, Charles Martineau +2

We examine how textual features in earnings press releases predict stock returns on earnings announcement days. Using over 138,000 press releases from 2005 to 2023, we compare trad…