Thaddeus Neururer

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

United States

SCHOLARLY PAPERS

16

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2,261

SSRN CITATIONS
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SSRN RANKINGS

Top 32,542

in Total Papers Citations

24

CROSSREF CITATIONS

2

Scholarly Papers (16)

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 337 (113,047)
Citation 4

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high frequency trading, performance measurement, capability

2.

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

Number of pages: 48 Posted: 09 Feb 2017 Last Revised: 08 Mar 2021
Thaddeus Neururer and Estelle Sun
University of Akron - The George W. Daverio School of Accountancy and Boston University - Questrom School of Business
Downloads 226 (170,267)
Citation 1

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spillovers; analyst ability; analyst forecast accuracy; iterative model

3.

Do Analysts Provide Information about Other Comprehensive Income for Financial Firms?

Tuck School of Business Working Paper No. 2815913
Number of pages: 47 Posted: 30 Jul 2016 Last Revised: 03 May 2021
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 217 (176,999)
Citation 1

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analysts, book values, comprehensive income, OCI, forecasts.

4.

Shareholder activism and changes in audit committee composition

University of Connecticut School of Business Research Paper No. 18-25
Number of pages: 57 Posted: 09 Sep 2018 Last Revised: 09 Jun 2020
Tom Adams and Thaddeus Neururer
La Salle University and University of Akron - The George W. Daverio School of Accountancy
Downloads 209 (183,358)
Citation 1

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Shareholder Activism, Audit Committee, Corporate Governance

5.

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 169 (221,323)
Citation 2

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independent component analysis, EGARCH, equity index volatility

6.

Earnings Announcement Timing, Uncertainty, and Volatility Risk Premiums

Number of pages: 56 Posted: 05 Jun 2020 Last Revised: 22 Jun 2020
Tom Adams and Thaddeus Neururer
La Salle University and University of Akron - The George W. Daverio School of Accountancy
Downloads 167 (223,540)

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options, earnings announcements, announcement timing, volatility risk premiums, uncertainty

7.

Is future shareholder activism associated with current financial reporting quality? Evidence from the US

Number of pages: 51 Posted: 17 Apr 2019 Last Revised: 09 Jul 2020
Tom Adams and Thaddeus Neururer
La Salle University and University of Akron - The George W. Daverio School of Accountancy
Downloads 142 (255,627)
Citation 1

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Shareholder Activism, Shareholder Proposals, Financial Reporting Quality

8.

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 136 (264,463)

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

9.

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 126 (280,118)

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

10.

The Option to Stock Volume Ratio: Information Releases and the Variance Risk Premium

Number of pages: 48 Posted: 27 Jan 2021 Last Revised: 05 Oct 2021
Thaddeus Neururer and George Papadakis
University of Akron - The George W. Daverio School of Accountancy and affiliation not provided to SSRN
Downloads 110 (308,729)

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Volatility, earnings announcements, options, trading volume, variance risk premiums

11.

Skew Premiums around Earnings Announcements

Number of pages: 38 Posted: 10 Aug 2020 Last Revised: 01 Sep 2021
Thaddeus Neururer and George Papadakis
University of Akron - The George W. Daverio School of Accountancy and affiliation not provided to SSRN
Downloads 109 (310,647)

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Skew, volatility, earnings announcements, options, information

12.

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 94 (342,429)
Citation 9

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

13.

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 90 (351,973)

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independent component analysis, option pricing, stochastic volatility

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 76 (393,495)

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

Past Managerial Guidance and Returns to Variance Trading Around Earnings Announcements

Accounting & Finance, Vol. 60, Issue 3, pp. 2995-3031, 2020
Number of pages: 37 Posted: 06 Oct 2020
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
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Management forecasts, Options, Implied volatility, Variance risk premium, Kurtosis

15.

Meet-or-Beat Streak Heterogeneity and Equity Prices

Number of pages: 65 Posted: 21 Oct 2017 Last Revised: 17 Mar 2020
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
Downloads 53 (467,062)

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Valuation; revenues; expenses; meet-or-beat streaks; analyst forecasts

16.

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 (809,837)

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hedge funds, stability, investor behavior