Thaddeus Neururer

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

United States

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

SCHOLARLY PAPERS

17

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36

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2

Scholarly Papers (17)

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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 359 (134,766)
Citation 4

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high frequency trading, performance measurement, capability

2.

Quantifying the Effect of Spillovers on Analyst Outputs

Number of pages: 45 Posted: 09 Feb 2017 Last Revised: 01 Jun 2022
Thaddeus Neururer and Estelle Sun
University of Akron - The George W. Daverio School of Accountancy and Boston University - Questrom School of Business
Downloads 276 (178,031)
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: 48 Posted: 30 Jul 2016 Last Revised: 01 Jul 2022
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 257 (191,231)
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 245 (200,426)
Citation 1

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Shareholder Activism, Audit Committee, Corporate Governance

5.

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 226 (216,719)

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

6.

Skew Premiums around Earnings Announcements

Number of pages: 48 Posted: 10 Aug 2020 Last Revised: 24 Feb 2022
Thaddeus Neururer and George Papadakis
University of Akron - The George W. Daverio School of Accountancy and affiliation not provided to SSRN
Downloads 195 (248,311)

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Skew, volatility, earnings announcements, options, information

7.

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 195 (248,311)
Citation 2

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independent component analysis, EGARCH, equity index volatility

8.

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 180 (266,617)
Citation 1

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Shareholder Activism, Shareholder Proposals, Financial Reporting Quality

9.

Disagreements, private information, and the demand for options before earnings announcements

Number of pages: 57 Posted: 27 Jan 2021 Last Revised: 17 May 2022
Thaddeus Neururer and George Papadakis
University of Akron - The George W. Daverio School of Accountancy and affiliation not provided to SSRN
Downloads 179 (269,158)

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Volatility, earnings announcements, options, trading volume, variance risk premiums; disagreements, information asymmetry, uncertainty, straddles, forecasting

10.

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 157 (299,670)

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

11.

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 146 (318,030)

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

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 116 (378,558)
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 114 (383,280)

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independent component analysis, option pricing, stochastic volatility

14.

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 88 (456,334)

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

15.

Meet-or-Beat Streak Heterogeneity and Equity Prices

Number of pages: 66 Posted: 21 Oct 2017 Last Revised: 04 Feb 2022
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
Downloads 74 (505,353)

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

16.

Variance Risk Premiums and Aging Firms

Number of pages: 16 Posted: 01 Mar 2023
Thaddeus Neururer
University of Akron - The George W. Daverio School of Accountancy
Downloads 14 (868,694)

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options, firm age, implied volatilities, variance risk premiums, Risk

17.

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 (984,825)

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hedge funds, stability, investor behavior