Enhancing Post Earnings Announcement Drift Measurement with Large Language Models

Samuel Hadlock, Jesse Roberts, Joohun Lee


Anthology ID:
2025.finnlp-2.13
Volume:
Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing
Month:
November
Year:
2025
Address:
Suzhou, China
Editors:
Chung-Chi Chen, Genta Indra Winata, Stephen Rawls, Anirban Das, Hsin-Hsi Chen, Hiroya Takamura
Venue:
FinNLP
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
197–209
Language:
URL:
https://preview.aclanthology.org/ingest-emnlp/2025.finnlp-2.13/
DOI:
Bibkey:
Cite (ACL):
Samuel Hadlock, Jesse Roberts, and Joohun Lee. 2025. Enhancing Post Earnings Announcement Drift Measurement with Large Language Models. In Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing, pages 197–209, Suzhou, China. Association for Computational Linguistics.
Cite (Informal):
Enhancing Post Earnings Announcement Drift Measurement with Large Language Models (Hadlock et al., FinNLP 2025)
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PDF:
https://preview.aclanthology.org/ingest-emnlp/2025.finnlp-2.13.pdf