Enhancing Post Earnings Announcement Drift Measurement with Large Language Models

Samuel Hadlock; Jesse Roberts; Joohun Lee

Enhancing Post Earnings Announcement Drift Measurement with Large Language Models

Samuel Hadlock, Jesse Roberts, Joohun Lee

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Anthology ID:: 2025.finnlp-2.13
Volume:: Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing
Month:: November
Year:: 2025
Address:: Suzhou, China
Editors:: Chung-Chi Chen, Genta Indra Winata, Stephen Rawls, Anirban Das, Hsin-Hsi Chen, Hiroya Takamura
Venue:: FinNLP
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Publisher:: Association for Computational Linguistics
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Pages:: 197–209
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URL:: https://aclanthology.org/2025.finnlp-2.13/
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Cite (ACL):: Samuel Hadlock, Jesse Roberts, and Joohun Lee. 2025. Enhancing Post Earnings Announcement Drift Measurement with Large Language Models. In Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing, pages 197–209, Suzhou, China. Association for Computational Linguistics.
Cite (Informal):: Enhancing Post Earnings Announcement Drift Measurement with Large Language Models (Hadlock et al., FinNLP 2025)
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PDF:: https://aclanthology.org/2025.finnlp-2.13.pdf

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@inproceedings{hadlock-etal-2025-enhancing,
    title = "Enhancing Post Earnings Announcement Drift Measurement with Large Language Models",
    author = "Hadlock, Samuel  and
      Roberts, Jesse  and
      Lee, Joohun",
    editor = "Chen, Chung-Chi  and
      Winata, Genta Indra  and
      Rawls, Stephen  and
      Das, Anirban  and
      Chen, Hsin-Hsi  and
      Takamura, Hiroya",
    booktitle = "Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing",
    month = nov,
    year = "2025",
    address = "Suzhou, China",
    publisher = "Association for Computational Linguistics",
    url = "https://aclanthology.org/2025.finnlp-2.13/",
    pages = "197--209"
}

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%0 Conference Proceedings
%T Enhancing Post Earnings Announcement Drift Measurement with Large Language Models
%A Hadlock, Samuel
%A Roberts, Jesse
%A Lee, Joohun
%Y Chen, Chung-Chi
%Y Winata, Genta Indra
%Y Rawls, Stephen
%Y Das, Anirban
%Y Chen, Hsin-Hsi
%Y Takamura, Hiroya
%S Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing
%D 2025
%8 November
%I Association for Computational Linguistics
%C Suzhou, China
%F hadlock-etal-2025-enhancing
%U https://aclanthology.org/2025.finnlp-2.13/
%P 197-209

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Markdown (Informal)

[Enhancing Post Earnings Announcement Drift Measurement with Large Language Models](https://aclanthology.org/2025.finnlp-2.13/) (Hadlock et al., FinNLP 2025)

Enhancing Post Earnings Announcement Drift Measurement with Large Language Models (Hadlock et al., FinNLP 2025)

ACL

Samuel Hadlock, Jesse Roberts, and Joohun Lee. 2025. Enhancing Post Earnings Announcement Drift Measurement with Large Language Models. In Proceedings of The 10th Workshop on Financial Technology and Natural Language Processing, pages 197–209, Suzhou, China. Association for Computational Linguistics.