Post-Earnings-Announcement Drift Prediction: Leveraging Postevent Investor Responses with Multitask Learning
Published Online:4 Apr 2025https://doi.org/10.1287/isre.2022.0358
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- 17 March 2026 | Information Systems Research, Vol. 0, No. 0
- 16 January 2026 | Information Systems Research, Vol. 0, No. 0
Volume 36, Issue 4
December 2025
Pages iv-x, 1949-2412, iii
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- Received:June 27, 2022
- Accepted:February 26, 2025
- Published Online:April 04, 2025
Copyright © 2025, INFORMS
Cite as
Yu Zhu, Xiao Liu, Olivia R. Liu Sheng (2025) Post-Earnings-Announcement Drift Prediction: Leveraging Postevent Investor Responses with Multitask Learning. Information Systems Research 36(4):2191-2212.
https://doi.org/10.1287/isre.2022.0358
Keywords
The authors sincerely thank Senior Editor Dr. Eric Zheng, Associate Editor Dr. Huimin Zhao, and the anonymous reviewers for their valuable feedback and insightful suggestions, which have greatly enhanced this work. The authors are also grateful to Dr. Yiming Xu for his thoughtful feedback on the model design. Additionally, the authors acknowledge the participants of the Data Science Workshop at INFORMS for their valuable discussions and feedback.
