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Quantitative Finance · शब्दावली

Event calendar, announcement window क्या है?

अन्य नाम: event calendar · announcement window

Definition 11.6 Research Craft: Predictors, Backtests, Measurement, Portfolios · अध्याय 11 — Fundamental, Analyst and Event Features

An event calendar lists scheduled corporate events (earnings releases, dividend dates, shareholder meetings, index changes) with the date each was announced and the date it occurs. An announcement window is a fixed range of trading days around an event, such as [−1,+1][-1, +1], used to measure its reaction or to exclude it.

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