arXivLLMs & Text
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
The research explores the predictive power of textual features in earnings press releases on stock returns, concluding that press release content is as informative as earnings surprise, with FinBERT being the most predictive.
Featured in No. 114 on 3 Oct 2025 · 4 days after release · 0 citations today · published in Proceedings of the 6th ACM International Conference on AI in Finance
- Released
- 29 Sep 2025
- First featured
- No. 114 · 3 Oct 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Proceedings of the 6th ACM International Conference on AI in Finance
- Shares when featured
- 7
- Identifier
- doi:10.1145/3768292.3770344
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).