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Predicting performance using consumer big data

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What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?

Froot, Kenneth; Kang, Namho; Ozik, Gideon; Sadka, Ronnie - In: Journal of financial economics 125 (2017) 1, pp. 143-162

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Investor protection and the long-run performance of activism

Foroughi, Pouyan; Kang, Namho; Ozik, Gideon; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 61-100

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Competition links and stock returns

Eisdorfer, Assaf; Froot, Kenneth; Ozik, Gideon; Sadka, … - In: The review of financial studies 35 (2022) 9, pp. 4300-4340

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What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Froot, Kenneth - 2016

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain information from both the earnings quarter (“within quarter”) and the period between that quarter's end and the earnings announcement date (“post...

Persistent link: https://www.econbiz.de/10012984168

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Froot, Kenneth - 2016

Persistent link: https://www.econbiz.de/10012988081

What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?

Froot, Kenneth - 2016

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain information from both the earnings quarter ("within quarter") and the period between that quarter's end and the earnings announcement date ("post quarter")....

Persistent link: https://www.econbiz.de/10012456311