Open:FactSet Forum

Exploring Corporate Event Data and Volatility

Corporate events created by publicly traded companies or attended by their executives can provide compelling insight into the overall financial health of the companies involved.

Companies are constantly self-disclosing information in new ways. Understanding the patterns within corporate events data – such as repetitive and sporadic scheduling, time/day of week schedules and a confluence of events at same company – can advance academic research as well as uncover alpha or mitigate risk for investors.

FactSet and Wall Street Horizon recently released an on-demand webinar in which we review examples of how several academic researchers have leveraged high-quality data to conduct independent research and publish their results in academic journals.

Download the webcast to learn more on what to look for in corporate event data and best practices for sourcing highly accurate data.