When Early Reporters Are Late: Reporting Delay Decomposition, Analyst Disagreement, and Return Predictability
“A cutoff sensitivity grid confirms coverage as a binary threshold condition: all cells with above-median coverage are significant at 1%, regardless of the dispersion cutoff.”
AssetEquities
StrategyEvent-driven strategiesshort-term reversal
TechniqueLinear factor model
FrequencyDaily
Also stated: Fundamentals
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodEvent-driven strategies by year
FamilyEvent-driven strategies52Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 950
AssetEquities40
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