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 (2), 400-437, 2016
242016
Trading system capability
A Kumiega, T Neururer, B Van Vliet
Quantitative Finance 14 (3), 383-392, 2014
132014
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
82011
Environmental performance and analyst information processing costs
PA Griffin, T Neururer, EY Sun
Journal of Corporate Finance 61, 101397, 2020
32020
The effect of reporting streaks on ex ante uncertainty
T Neururer, G Papadakis, EJ Riedl
Management Science 66 (8), 3771-3787, 2020
22020
Quantifying the Effect of Information and Ability Spillovers on Analyst Earnings Forecast Accuracy
T Neururer, E Sun
Available at SSRN 2914267, 2020
22020
Shareholder activism and changes in audit committee composition
T Adams, T Neururer
University of Connecticut School of Business Research Paper, 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
Past managerial guidance and returns to variance trading around earnings announcements
T Neururer
Accounting & Finance, 2019
12019
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
Risk and the Returns to Skew and Volatility Trading Around Earnings Announcements
T Neururer, G Papadakis
Available at SSRN 3648496, 2020
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
2020
Earnings Announcement Timing, Uncertainty, and Volatility Risk Premiums
T Adams, T Neururer
Uncertainty, and Volatility Risk Premiums (May 11, 2020), 2020
2020
Meet-or-Beat Streak Heterogeneity and Equity Prices
T Neururer
Available at SSRN 3056306, 2020
2020
The Demand for Forward-looking Information about Other Comprehensive Income for Financial Firms
DE Black, T Neururer
Tuck School of Business Working Paper, 2019
2019
The effect of voluntary disclosure on uncertainty around earnings announcements
TA Neururer
Boston University, 2016
2016
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Articles 1–17