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NLP applied to post-earnings call announcement drift

Paris Tung, Associate (London)

Neudata Literature Review
Post feature

Applying NLP tools to earnings calls, company filings and financial documents is not new to the world of alternative data. Drawing specifically on earnings calls, many will also be familiar with post-earnings call announcement drift (PEAD). In this report, we review literature that discusses how PEAD can be improved using linguistic approaches such as NLP.

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