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 | 46 | 2016 |
Environmental performance and analyst information processing costs PA Griffin, T Neururer, EY Sun Journal of Corporate Finance 61, 101397, 2020 | 24 | 2020 |
Trading system capability A Kumiega, T Neururer, B Van Vliet Quantitative Finance 14 (3), 383-392, 2014 | 19 | 2014 |
The effect of reporting streaks on ex ante uncertainty T Neururer, G Papadakis, EJ Riedl Management Science 66 (8), 3771-3787, 2020 | 14 | 2020 |
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 | 12 | 2011 |
Shareholder activism and changes in audit committee composition T Adams, T Neururer University of Connecticut School of Business Research Paper, 2020 | 6 | 2020 |
Quantifying the effect of information and ability spillovers on analyst earnings forecast accuracy T Neururer, E Sun Available at SSRN 2914267, 2021 | 4 | 2021 |
Earnings announcement timing, uncertainty, and volatility risk premiums T Adams, T Neururer Journal of Futures Markets 40 (10), 1603-1630, 2020 | 4 | 2020 |
Do equity analysts provide information about dirty surplus income for financial firms D Black, T Neururer Tuck School of Business Working Paper 2815913, 2020 | 4* | 2020 |
Past managerial guidance and returns to variance trading around earnings announcements T Neururer Accounting & Finance 60 (3), 2995-3031, 2020 | 2 | 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 | 2 | 2020 |
Multifactor index variance: The case of the SPX 2000 to 2010 T Neururer, A Kumiega Journal of Futures Markets 33 (2), 158-182, 2013 | 2 | 2013 |
Investor Behavior, Reporting Intervals, and HedgeFund Stability A Kumiega, T Neururer, B Van Vliet The Journal of Investing 21 (2), 40-48, 2012 | 1 | 2012 |
Implied ICA: Factor extraction and multiasset derivative pricing A Kumiega, T Neururer, B Van Vliet The Journal of Derivatives 19 (4), 39-52, 2012 | 1 | 2012 |
Meet-or-beat streak heterogeneity and equity prices T Neururer The Quarterly Review of Economics and Finance 86, 455-470, 2022 | | 2022 |
Disagreements, private information, and the demand for options before earnings announcements T Neururer, G Papadakis Available at SSRN 3736127, 2022 | | 2022 |
Skew Premiums around Earnings Announcements T Neururer, G Papadakis Available at SSRN 3648496, 2022 | | 2022 |
Earnings announcement saliency and option trading T Adams, T Neururer Review of Financial Economics 40 (1), 44-62, 2022 | | 2022 |
The effect of voluntary disclosure on uncertainty around earnings announcements TA Neururer Boston University, 2016 | | 2016 |
Variance Risk Premiums and Aging Firms T Neururer Available at SSRN 4374914, 0 | | |