Event-driven strategies
52 papers on event-driven strategies as a systematic trading strategy. Returns around corporate and index events: earnings, mergers, index inclusion, IPOs.
Also searched as: earnings announcement drift, merger arbitrage, index inclusion effect, IPO returns, event studies
Papers521999–2026
Share of the family100 %52 of 52
Asset
Method
Papers by yearEvent-driven strategies
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Are Ipos Really Underpriced? by Swaminathan and PurnanandamEquities | 159 | Equities | 2001 |
| Competition for Listings by Foucault and ParlourAsset not named | 18 | Asset not named | 1999 |
| Ipos and Mutual Fund Returns by Buttimer et al.Real estate | 4 | Real estate | 2001 |
| Latest additions | asset | |
|---|---|---|
| Firm Characteristics and the Cross-Sectional Variation in Post-Earnings Announcement Drift by DiPasqualeEquities | Equities | 2026 |
| Buy and Fold by Scherer and SteliarosAsset not named | Asset not named | 2026 |
| Listening to the Tape Does Earnings Press-Release Language Predict Post-Announcement Returns? by NagEquities | Equities | 2026 |
| When Early Reporters Are Late: Reporting Delay Decomposition, Analyst Disagreement, and Return Predictability by CEquities | Equities | 2026 |
| Navigating IV: Options Trading Strategy in Earnings Season by LuVolatility and options | Volatility and options | 2026 |
Assets with their own page
40 papers| Event-driven strategies in equities | 40 |
Event-driven strategies in volatility and options
3 papers| cited by | method | ||
|---|---|---|---|
| Navigating IV: Options Trading Strategy in Earnings Season by Lu | 0 | 2026 | |
| Media Coverage, Volatility Overreaction, and Option Returns by Yang | 0 | 2025 | |
| 17-Year Backtest of Straddles around SP500 Earnings Announcements by Khan and Khan | 0 | 2024 |
Event-driven strategies in real estate
1 paper| cited by | method | ||
|---|---|---|---|
| Ipos and Mutual Fund Returns by Buttimer et al. | 4 | Linear factor models | 2001 |
Event-driven strategies, no asset class named
8 papers| cited by | method | ||
|---|---|---|---|
| Buy and Fold by Scherer and Steliaros | 0 | Mathematical derivation | 2026 |
| Measuring portfolio gains: The case of earnings announcement trading signals by Lyle and Yohn | 0 | 2022 | |
| Market Manipulation Rules and IPO Underpricing by Duong et al. | 5 | 2020 | |
| Market Manipulation and M&As by Cumming et al. | 3 | 2016 | |
| Elite Education or Elite Connection? Evidence from IPO Allocations and Mutual Fund Performance by Hwang and Wang | 0 | 2014 | |
| Feature-Selection Risk by Chinco | 6 | 2014 | |
| Empirical Inference of Related Trading between Two Securities: Detecting Pairs Trading, Merger Arbitrage, and Strategy Rules by Godfrey | 0 | 2013 | |
| Competition for Listings by Foucault and Parlour | 18 | 1999 |
Papers on event-driven strategies from other families
1 paper| filed under | ||
|---|---|---|
| WHICH EARNINGS STRADDLES TO SELL? A MACHINE LEARNING APPROACH by Loya | Options trading strategies | 2026 |