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Thaddeus Neururer
Thaddeus Neururer
Verified email at uakron.edu
Title
Cited by
Cited by
Year
Tests of investor learning models using earnings innovations and implied volatilities
T Neururer, G Papadakis, EJ Riedl
Review of Accounting Studies 21, 400-437, 2016
502016
Environmental performance and analyst information processing costs
PA Griffin, T Neururer, EY Sun
Journal of Corporate Finance 61, 101397, 2020
382020
Trading system capability
A Kumiega, T Neururer, B Van Vliet
Quantitative Finance 14 (3), 383-392, 2014
212014
The effect of reporting streaks on ex ante uncertainty
T Neururer, G Papadakis, EJ Riedl
Management Science 66 (8), 3771-3787, 2020
172020
Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
A Kumiega, T Neururer, B Van Vliet
The Quarterly Review of Economics and Finance 51 (3), 292-302, 2011
132011
Shareholder activism and changes in audit committee composition
T Adams, T Neururer
University of Connecticut School of Business Research Paper, 2020
62020
Quantifying the effect of information and ability spillovers on analyst earnings forecast accuracy
T Neururer, E Sun
Available at SSRN 2914267, 2021
42021
Earnings announcement timing, uncertainty, and volatility risk premiums
T Adams, T Neururer
Journal of Futures Markets 40 (10), 1603-1630, 2020
42020
Do equity analysts provide information about dirty surplus income for financial firms
D Black, T Neururer
Tuck School of Business Working Paper 2815913, 2020
3*2020
Is future shareholder activism associated with current financial reporting quality? Evidence from the US
T Adams, T Neururer
Evidence from the US (July 2, 2020), 2020
22020
Multifactor index variance: The case of the SPX 2000 to 2010
T Neururer, A Kumiega
Journal of Futures Markets 33 (2), 158-182, 2013
22013
Earnings announcement saliency and option trading
T Adams, T Neururer
Review of Financial Economics 40 (1), 44-62, 2022
12022
Past managerial guidance and returns to variance trading around earnings announcements
T Neururer
Accounting & Finance 60 (3), 2995-3031, 2020
12020
Investor Behavior, Reporting Intervals and Hedge Fund Stability
A Kumiega, T Neururer, B Van Vliet
Journal of Investing 21 (2), 2012
12012
Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing
A Kumiega, T Neururer, B Van Vliet
Journal of Derivatives 19 (4), 2012
12012
Bundled guidance and changes in expected volatility
T Neururer, G Papadakis
Available at SSRN 4767862, 2024
2024
Do analysts provide information about other comprehensive income in book value forecasts for financial firms?
D Black, T Neururer
Advances in accounting 64, 100726, 2024
2024
Variance risk premiums and aging firms
T Neururer
Finance Research Letters 58, 104312, 2023
2023
Patent Portfolios and Valuation Uncertainty
T Neururer, L Wang, Y Zheng
Available at SSRN, 2023
2023
Biased Implied Volatilities and Dividend-Paying Stocks
T Neururer
The Journal of Derivatives, 2023
2023
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