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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
462016
Environmental performance and analyst information processing costs
PA Griffin, T Neururer, EY Sun
Journal of Corporate Finance 61, 101397, 2020
242020
Trading system capability
A Kumiega, T Neururer, B Van Vliet
Quantitative Finance 14 (3), 383-392, 2014
192014
The effect of reporting streaks on ex ante uncertainty
T Neururer, G Papadakis, EJ Riedl
Management Science 66 (8), 3771-3787, 2020
142020
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
122011
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
4*2020
Past managerial guidance and returns to variance trading around earnings announcements
T Neururer
Accounting & Finance 60 (3), 2995-3031, 2020
22020
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
Investor Behavior, Reporting Intervals, and HedgeFund Stability
A Kumiega, T Neururer, B Van Vliet
The Journal of Investing 21 (2), 40-48, 2012
12012
Implied ICA: Factor extraction and multiasset derivative pricing
A Kumiega, T Neururer, B Van Vliet
The Journal of Derivatives 19 (4), 39-52, 2012
12012
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
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