Event-driven strategies in equities
40 papers on event-driven strategies in equities as a systematic trading strategy. Event-driven strategies papers on single stocks and equity indices: 40 of the 52 in event-driven strategies. 19 name a method, most often linear factor models (16). The most cited is Are Ipos Really Underpriced (2001).
Papers401999–2026
Share of the family77 %40 of 52
| cited by | method | ||
|---|---|---|---|
| Are Ipos Really Underpriced? by Swaminathan and Purnanandam | 159 | Linear factor models | 2001 |
| Earnings-Based and Accrual-Based Market Anomalies: One Effect or Two? by Collins and Hribar | 145 | 1999 | |
| Liquidity and the Post-Earnings-Announcement Drift by Chordia et al. | 78 | 2007 | |
| Stock Market Anomalies: What Can We Learn from Repurchases and Insider Trading? by Core et al. | 20 | 2004 | |
| The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns by Diavatopoulos et al. | 19 | 2008 | |
| Pre-Earnings Announcement Drift by Easton et al. | 16 | 2011 | |
| Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two? by Kausar | 10 | 2018 | |
| Alpha's Tale: The Economic Value of CSR by Huppé | 8 | 2011 | |
| Earnings Autocorrelation and the Post-Earnings-Announcement Drift – Experimental Evidence by Fink et al. | 6 | 2020 | |
| Size and Value in China by Liu et al. | 5 | Linear factor models | 2018 |
| Risk Management in Student-Managed Funds: Earnings Announcements and the Collar Strategy by Hughen and Lung | 3 | 2018 | |
| Thirty Years of Shareholder Rights and Stock Returns by Cremers and Ferrell | 3 | Linear factor models | 2012 |
| Oil Price Exposure and the Cross-Section of Stock Returns by Moore and Velikov | 2 | 2023 | |
| Essays in Corporate Finance and Institutional Trading by Hu | 2 | 2018 | |
| Stock Market Anomalies and Baseball Cards by Engelberg et al. | 2 | 2016 | |
| Empirical Study on Post-Ipo Long-Run Performance in the Chinese Stock Market by Bai and Zhang | 2 | Linear factor models | 2004 |
| Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning by Ye and Schuller | 1 | Tree ensembles | 2020 |
| Information Release and the Fit of the Fama-French Model by Gilbert et al. | 1 | Linear factor models | 2013 |
| Do Asset Pricing Anomalies Have a Common Link? An Empirical Analysis of Interactions among Failure Risk Proxies, External Financing, and Stock Returns by Fitzpatrick and Ogden | 1 | 2009 | |
| The Post-Announcement Performance of Diversifying Firms by Hyland and Diltz | 1 | Linear factor models | 2001 |
| Analyst Forecast Dispersion, Anomaly Decay, and Post-Earnings Drift under Monetary Policy Uncertainty by Redoy | 0 | Linear factor models | 2026 |
| Do earnings call transcripts predict post-announcement returns? by Molinaro | 0 | Neural networks +1 | 2026 |
| Firm Characteristics and the Cross-Sectional Variation in Post-Earnings Announcement Drift by DiPasquale | 0 | Tree ensembles +1 | 2026 |
| Listening to the Tape Does Earnings Press-Release Language Predict Post-Announcement Returns? by Nag | 0 | Language models +2 | 2026 |
| When Early Reporters Are Late: Reporting Delay Decomposition, Analyst Disagreement, and Return Predictability by C | 0 | Linear factor models | 2026 |
| Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns by Sidhu et al. | 0 | Language models +2 | 2026 |
| Do Insider Trading Bans Work? Evidence from the European Union Market Abuse Regulation by Brochet et al. | 0 | 2025 | |
| Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector by Wang and Tsuyuguchi | 0 | Classical time series +1 | 2025 |
| What Do Investors Hear When Firms Talk? Evidence from Analyst Reactions to Corporate Earnings Calls by Fan and Liu | 0 | Bayesian +1 | 2025 |
| Using Internet Search Data to Predict Aggregate Retail Sales and Enhance Firm-Level Revenue Expectations by Lind and Ramesh | 0 | 2023 | |
| How to Test Your Insider Trading Rule and Its Effectiveness?: Price Movements and the Empirical Data from Taiwan by Lin and Wu | 0 | 2017 | |
| Post-IPO Underperformance and the Cross-Section of Stock Returns at the Warsaw Stock Exchange by Zaremba and Szyszka | 0 | Linear factor models | 2014 |
| Does the Stock Market Expect Upcoming Merger Activity? by Saidiev | 0 | Linear factor models | 2012 |
| Thirty Years of Shareholder Rights and Stock Returns: Beta, Not Alpha? by Ferrell and Cremers | 0 | Linear factor models | 2012 |
| Management Insights by Gorman | 0 | 2010 | |
| The Return Predictability of Trends in Earnings Surprises by Loh and Warachka | 0 | 2009 | |
| Overpricing: Evidence from Earnings Announcements by Berkman and Koch | 0 | 2006 | |
| The Attention Hypothesis and Stock Return Predictability by Yates | 0 | 2006 | |
| The Long-Term Performance of IPO’s, Revisited | Linear factor models | 2017 | |
| The Performance of IPO Investment Strategies and Pseudo Market Timing - Evidence from Germany by Trauten et al. | 2007 |
Papers on event-driven strategies in equities from other families
2 papers| filed under | ||
|---|---|---|
| Dispersion of News Sentiment and Stock Price Return: Applying a Deep Learning Approach by Alam and Isakin | News sentiment and text signals | 2026 |
| Minority Report: Contrarian Traders, Prediction Markets, and the Return of Post-Earnings Drift by Feng | Prediction markets | 2026 |