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 source, such as an academic paper or database, for:
Companies that have had a high incidence of positive and/or negative earnings surprises over the last 5 to 10 years? Statistics on the frequency and severity of earnings surprises on the day of and a few days after the event? Statistics about the medium-term performance (the following quarter, for example) of stocks with large negative or positive surprises? Industries with more earning surprises than others?
Thank you very much in advance for your help.