What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?
Citations
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- Dichev, Ilia D. & Qian, Jingyi, 2022. "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, vol. 74(1).
- Bin Li & Mohan Venkatachalam, 2022. "Leveraging Big Data to Study Information Dissemination of Material Firm Events," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 60(2), pages 565-606, May.
- Olivier Dessaint & Thierry Foucault & Laurent Fresard, 2024.
"Does Alternative Data Improve Financial Forecasting? The Horizon Effect,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2237-2287, June.
- Foucault, Thierry & Frésard, Laurent, 2021. "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," CEPR Discussion Papers 15786, C.E.P.R. Discussion Papers.
- Li, Qian & Liu, Shangqun, 2023. "Does alternative data reduce stock price crash risk? Evidence from third-party online sales disclosure in China," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Zhou, Zhenkun & Wu, Danni & Su, Zhi & Ren, Tao, 2024. "Exploring the investment value of retail sales growth: Evidence from the China Retailer Alliance," Finance Research Letters, Elsevier, vol. 63(C).
- Zhang, Junsheng & Peng, Zezhi & Zeng, Yamin & Yang, Haisheng, 2023. "Do big data mutual funds outperform?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Chongyu Wang & Tingyu Zhou, 2023. "Face‐to‐face interactions, tenant resilience, and commercial real estate performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1467-1511, November.
- Borochin, Paul, 2020. "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, vol. 50(C).
- Ha, JinGi, 2025. "Institutional trading and satellite data," Finance Research Letters, Elsevier, vol. 71(C).
- Jung Koo Kang & Lorien Stice‐Lawrence & Yu Ting Forester Wong, 2021. "The Firm Next Door: Using Satellite Images to Study Local Information Advantage," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 59(2), pages 713-750, May.
- Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
- Wei-Da Chen & Chin-Te Yu, 2022. "The information value of interim accounting disclosures: evidence from mandatory monthly revenue reports," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 245-295, January.
- Xiaoning Wang & Lynn Wu, 2026. "Artificial Intelligence, Lean Startup Method, and Product Innovations," Management Science, INFORMS, vol. 72(1), pages 756-782, January.
- Zhi Su & Danni Wu & Zhenkun Zhou & Junran Wu & Libo Yin, 2023. "The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China," Papers 2306.12119, arXiv.org.
- Ruiyang Niu & Guanghua Xie & Lin Chen & Longfeng Zhao & Meijun Wu, 2023. "Information gain in alternative data: Evidence from e‐commerce sales and analyst earnings forecasts," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(6), pages 3056-3076, September.
- Feng Chi & Byoung-Hyoun Hwang & Yaping Zheng, 2025. "The Use and Usefulness of Big Data in Finance: Evidence from Financial Analysts," Management Science, INFORMS, vol. 71(6), pages 4599-4621, June.
- Sumit Agarwal & Wenlan Qian & Xin Zou, 2021. "Disaggregated Sales and Stock Returns," Management Science, INFORMS, vol. 67(11), pages 7167-7183, November.
- William C Gerken & Marcus O Painter, 2023. "The Value of Differing Points of View: Evidence from Financial Analysts’ Geographic Diversity," The Review of Financial Studies, Society for Financial Studies, vol. 36(2), pages 409-449.
- Xianfeng Hao & Shujing Wang & Yudong Wang & Liangyu Wu, 2025. "Is Information Risk Priced? New Evidence from Outer Space," Management Science, INFORMS, vol. 71(9), pages 7707-7730, September.
- Hengda Jin & Kenneth Merkley & Anish Sharma & Karen Ton, 2025. "Customers’ response to firms’ disclosure of social stances: evidence from voting reform laws," Review of Accounting Studies, Springer, vol. 30(1), pages 202-246, March.
- Wang, Kai & Zhao, Jingjing & Zhou, Jun, 2024. "Online sales and stock price synchronicity: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Gavin Wang & Lynn Wu, 2025. "Artificial Intelligence, Lean Startup Method, and Product Innovations," Papers 2506.16334, arXiv.org, revised Aug 2025.
- Danni Wu & Zhenkun Zhou & Zhi Su, 2025. "Consumer negative opinions on stock returns: evidence from E-commerce reviews in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-28, December.
- Yunchuan Sun & Lu Liu & Ying Xu & Xiaoping Zeng & Yufeng Shi & Haifeng Hu & Jie Jiang & Ajith Abraham, 2024. "Alternative data in finance and business: emerging applications and theory analysis (review)," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
- Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
- Lorien Stice-Lawrence, 2022. "Practical issues to consider when working with big data," Review of Accounting Studies, Springer, vol. 27(3), pages 1117-1124, September.
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