Event anomalies

(redirected from Event Anomaly)

Event anomalies

Occurrences such as earnings surprises or stock splits that seem to present opportunity to generate abnormal returns for those trading on the news.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Event Anomalies

Occurrences that present the opportunity for an abnormal return. For example, a company may announce the hiring of a well-regarded executive as CEO. This could cause the company's stock price to jump temporarily; a shareholder could sell some shares at the artificially high price, generating a higher return than the shareholder expected when he/she bought the stock. See also: Excess return.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
Further advancements employ digital event anomaly detection, big-data analytics and machine learning techniques for system monitoring, which delivers optimised OT/IIoT systems and maintenance scheduling efficiencies, all while employing cybersecurity concepts, tools and capabilities that raise the level of security and resiliency.