Thaddeus Neururer

University of Akron - The George W. Daverio School of Accountancy

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 31,224

SSRN RANKINGS

Top 31,224

in Total Papers Downloads

1,449

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (13)

1.

Trading System Capability

Quantitative Finance. Vol. 14, No. 3. 2014.
Number of pages: 30 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 314 (95,926)
Citation 3

Abstract:

Loading...

high frequency trading, performance measurement, capability

2.

The Demand for Forward-looking Information about Other Comprehensive Income and Special Items

Tuck School of Business Working Paper No. 2815913
Number of pages: 54 Posted: 30 Jul 2016 Last Revised: 26 Jan 2019
Dirk E. Black and Thaddeus Neururer
University of Nebraska at Lincoln - School of Accountancy and University of Akron - The George W. Daverio School of Accountancy
Downloads 174 (172,298)
Citation 1

Abstract:

Loading...

Analysts, book values, comprehensive income, forecasts, asset opacity

3.

Independent Component Analysis for Realized Volatility: Analysis of the Stock Market Crash of 2008

Quarterly Review of Economics and Finance, Vol. 51, No. 3, 2011
Number of pages: 29 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 147 (198,700)
Citation 1

Abstract:

Loading...

independent component analysis, EGARCH, equity index volatility

4.

Shareholder Activism and Changes in Audit Committee Composition

University of Connecticut School of Business Research Paper No. 18-25
Number of pages: 64 Posted: 09 Sep 2018 Last Revised: 31 Mar 2019
Tom Adams and Thaddeus Neururer
La Salle University and University of Akron - The George W. Daverio School of Accountancy
Downloads 134 (214,196)

Abstract:

Loading...

Shareholder Activism, Audit Committee, Corporate Governance

5.

Quantifying the Effect of Information and Ability Spillovers on Analyst Earnings Forecast Accuracy

Number of pages: 51 Posted: 09 Feb 2017 Last Revised: 09 Jan 2019
Thaddeus Neururer and Estelle Sun
University of Akron - The George W. Daverio School of Accountancy and Boston University - Questrom School of Business
Downloads 130 (219,326)
Citation 1

Abstract:

Loading...

spillovers; analyst ability; analyst forecast accuracy; iterative model

6.

Environmental Performance and Analyst Information Processing Costs

Journal of Corporate Finance, Forthcoming
Number of pages: 48 Posted: 03 Sep 2016 Last Revised: 20 Jun 2019
Paul A. Griffin, Thaddeus Neururer and Estelle Sun
University of California, Davis - Graduate School of Management, University of Akron - The George W. Daverio School of Accountancy and Boston University - Questrom School of Business
Downloads 108 (251,453)

Abstract:

Loading...

analyst earnings forecasts, analyst processing costs, environmental strengths and concerns, cost of socially responsible investing

7.

The Effect of Reporting Streaks on Ex Ante Uncertainty

Management Science, Forthcoming
Number of pages: 39 Posted: 23 Dec 2015 Last Revised: 20 Jun 2019
Thaddeus Neururer, George Papadakis and Eddie Riedl
University of Akron - The George W. Daverio School of Accountancy, Securities and Exchange Commission (SEC) and Boston University - Questrom School of Business
Downloads 101 (263,302)

Abstract:

Loading...

Uncertainty; Implied Volatilities; Variance Risk Premium; Expected Returns; Reporting Streak; Meet or Beat Analyst Forecasts

8.

Tests of Investor Learning Models Using Earnings Innovations and Implied Volatilities

Review of Accounting Studies, Forthcoming
Number of pages: 57 Posted: 18 Sep 2015 Last Revised: 04 Nov 2015
Thaddeus Neururer, George Papadakis and Eddie Riedl
University of Akron - The George W. Daverio School of Accountancy, Securities and Exchange Commission (SEC) and Boston University - Questrom School of Business
Downloads 86 (292,096)

Abstract:

Loading...

uncertainty, implied volatilities, earnings innovations, regime shifts, Bayesian learning

9.

Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing

Journal of Derivatives, Vol. 19, No. 4, 2012
Number of pages: 31 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 85 (294,178)

Abstract:

Loading...

independent component analysis, option pricing, stochastic volatility

10.

Past Managerial Guidance and Returns to Variance Trading around Earnings Announcements

Accounting & Finance, Forthcoming
Number of pages: 51 Posted: 09 Sep 2016 Last Revised: 20 Jun 2019
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
Downloads 68 (334,543)

Abstract:

Loading...

management forecasts, voluntary disclosure, variance risk premium, kurtosis, implied variance

11.

Do Shareholder Activists Care about Accounting and Audit Quality?

Number of pages: 57 Posted: 17 Apr 2019
Tom Adams and Thaddeus Neururer
La Salle University and University of Akron - The George W. Daverio School of Accountancy
Downloads 65 (342,544)

Abstract:

Loading...

Shareholder Activism, Accounting Quality, Audit Quality, Abnormal Audit Fees

12.

What Type of Reporting Consistency does the Market Reward? Disaggregated Meet-or-Beat Streaks and Equity Prices

Number of pages: 50 Posted: 21 Oct 2017 Last Revised: 17 May 2019
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
Downloads 37 (436,712)

Abstract:

Loading...

valuation, revenues, expenses, meet or beat streaks, analyst forecasts

13.

Investor Behavior, Reporting Intervals and Hedge Fund Stability

Journal of Investing. Vol. 21, No. 2. 2012., https://doi.org/10.3905/joi.2012.21.2.040
Posted: 21 May 2019
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 0 (669,923)

Abstract:

Loading...

hedge funds, stability, investor behavior