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 | 50 | 2016 |
Environmental performance and analyst information processing costs PA Griffin, T Neururer, EY Sun Journal of Corporate Finance 61, 101397, 2020 | 39 | 2020 |
Trading system capability A Kumiega, T Neururer, B Van Vliet Quantitative Finance 14 (3), 383-392, 2014 | 22 | 2014 |
The effect of reporting streaks on ex ante uncertainty T Neururer, G Papadakis, EJ Riedl Management Science 66 (8), 3771-3787, 2020 | 17 | 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 | 13 | 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 | 3* | 2020 |
Earnings announcement saliency and option trading T Adams, T Neururer Review of Financial Economics 40 (1), 44-62, 2022 | 2 | 2022 |
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 |
Past managerial guidance and returns to variance trading around earnings announcements T Neururer Accounting & Finance 60 (3), 2995-3031, 2020 | 1 | 2020 |
Investor Behavior, Reporting Intervals and Hedge Fund Stability A Kumiega, T Neururer, B Van Vliet Journal of Investing 21 (2), 2012 | 1 | 2012 |
Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing A Kumiega, T Neururer, B Van Vliet Journal of Derivatives 19 (4), 2012 | 1 | 2012 |
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 |