GLGi: Share Price Responses to Management Sentiment in Earnings Announcements

Time & Location

Originally Presented: December 4, 2007 12:30 PM, New York

Presenter(s):

GLG Expert Contributor

Agenda:

  • Extracting management sentiment from earnings announcements using linguistic algorithms
  • Exploring determinants of management sentiment, including incentives for management to "talk up" share price
  • Examining the association between sentiment and post-earnings announcement returns incremental to the earnings surprise
  • Identifying sentiment-based trading strategies that earn significant abnormal returns

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A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.