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Analyzed the earning events (EPS surprise) effect on stock prices, with stock prices data scraped from Yahoo finance or EOD Historical Data.

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meiluli/Stock_Price_Shock_By_Earning_Release

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Stock_Price_Shock_By_Earning_Release

从Yahoo Finance或EOD Historical Data中提取了股价数据,分析了财报发布(盈利不符预测)对股价的影响

Cpp文件夹

该文件夹包含c++中执行主要计算的代码

Matlab文件夹

该文件夹包含matlab代码,可从Zacks获取盈利信息

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Analyzed the earning events (EPS surprise) effect on stock prices, with stock prices data scraped from Yahoo finance or EOD Historical Data.

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