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Earnings Quality for a large group of stocks

Does anyone have any recommendations for how to track earnings quality for a large number of stocks (500+) on a quarterly basis? I am familiar with the M-Score for detecting earnings manipulation but ...
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282 views

Measuring historical earnings surprises, their frequency and severity

This is my first post to Quantitative Finance, so I hope my question is formatted the right way. I am starting to research the effects of earnings surprises on certain equity indices. Is there a ...
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1answer
609 views

Science behind options pricing into Earnings event

I am wondering about studies regarding the uncanny options pricing into public company's earnings reports. The phenomenon being that the price of a straddle before earnings costs near exactly the ...