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A. Timmermann

1 paper hereh-index 4464 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • econ.EM1

identity via Semantic Scholar / OpenAlex

most citedWarp speed price moves: Jumps after earnings announcements

6 citations · 6 across the 1 of their papers we have counts for

collaborators

1 paper

econ.EM2026★ 6 cited

Warp speed price moves: Jumps after earnings announcements

Kim Christensen, Allan Timmermann, Bezirgen Veliyev

Corporate earnings announcements unpack large bundles of public information that should, in efficient markets, trigger jumps in stock prices. Testing this implication is difficult…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.