Example study · Finance
Late-evening disclosures and next-day returns
Do firms that disclose bad news late in the evening see smaller next-day price reactions?
Example: invented check results. All 34 files unchanged since the run, 184 table values traced, 17 of 20 references found. Details
Private The files are not shared. Published version: Example Journal of Management (example, no link), may be behind a paywall. Dossier f8205589069ea462
Published 2027-03-28 · CC-BY-4.0
Where it sits
left: what it builds on · right: what builds on it · pale: exampleContributed by Kenji Watanabe (example)
How studies reach it
Disciplines it reaches
Solid: published studies. Light: examples.
Computed from the records on this site: what each study, template and specialist names as used, which study extends which, and who contributed what. 2 studies in total.
What was checked
Example: invented check resultsEverything in this box is invented to show how checks read. See the checks of the real published study.
Checked by E2ER
- ✓The study's fingerprint matches its list of files (version example)
- ✓34 of 34 files downloaded from GitHub
2027-03-28 10:00 UTC
Reported by the author's own check
- ✓integrity 34 files hash-verified against provenance.json; 184 table cell(s) traced in the derivation graph
- ✓numbers 184 table cell(s) trace, 0 critical mismatches
- ✓citations 20 cite key(s) resolve in refs.bib; snapshot: 17 verified, 3 unverifiable at run time
e2er verify at publish, offline
How it was produced
- 2 data files data_dictionary.json, data_summary.md
- 20 references
- derived from lena-okafor/earnings-announcements-retail-apps
- template Event study of announcements (finance)
- 0 specialists (declared)
- 4 result files
- 184 table values traced
- 3 figures from a spec
- estimation linked to its code
- 14 paper files
- 2 replication files
- reused in david-osei/exchange-outages-spreadskenji-watanabe/attention-shocks-small-caps
From the study's own records of how each file was produced.
Contributors
People
- ·Kenji Watanabe · github:kenji-watanabe · orcid:0000-0000-0000-0007 (conceptualization, investigation)
AI
Example: no model calls.
What it was built with
Each template, specialist and skill has its own page and its own authors. Use any of them in your next run; their authors are credited.
Template
Skills (2)
Derived from
Literature (20) Example · cited in the paper, each resolved against a bibliographic database
- ✓Example2025a · crossref
- ✓Example2012b · crossref
- ✓Example2016c · openalex
- ✓Example2011d · crossref
- ✓Example2025e · crossref
- ✓Example2022f · crossref
- ✓Example2015g · crossref
- ✓Example2008h · openalex
- ✓Example2012i · crossref
- ✓Example2016j · crossref
- ✓Example2026k · crossref
- ✓Example2007l · openalex
- ✓Example2006m · openalex
- ✓Example2000n · openalex
- ✓Example2016o · openalex
- ✓Example1995p · crossref
- ○Example2025q
- ○Example2023r
- ✓Example1995s · openalex
- ○Example2011t
Data and outputs (24 files with fingerprints) Example
Description
Data model- Discipline
- Finance
- Method family
- Empirical (quantitative)
- Design
- Event study
- Research stage
- not specified
- Contributors
- Kenji Watanabe (Conceptualization, Investigation)
- Usage
- not used in published research yet
- Source
- Example
- Record
- run:kenji-watanabe/disclosure-timing-returns · JSON
Solid tags are declared by the source or mapped from its terms; dashed tags are inferred by a published rule. Hover a tag for its provenance.
Knowledge contributions
Written into the paper · plannedOne reference for E2ER, linking to the study's dossier; the people behind every part are listed under Contributors.
This paper was produced with E2ER. The templates, specialists, skills and connectors it used, their authors and their exact versions are listed in its dossier (e2er.org/d/f8205589069ea462).
| Contributor | Building blocks | Roles |
|---|---|---|
| Lena Okafor | Event study of announcements (finance) | Methodology, Software |
| E2ER contributors | Financial Event Studies; Yahoo Finance via `e2er-data yfinance` | Software, Methodology |
\section*{Knowledge contributions}
This paper was produced with E2ER~\citep{e2er-f8205589069ea462}. The templates, specialists, skills and connectors it used, their authors and their exact versions are listed in its dossier.@misc{e2er-f8205589069ea462,
title = {E2ER dossier for "Late-evening disclosures and next-day returns"},
author = {{E2ER}},
year = {2027},
howpublished = {\url{https://e2er.org/d/f8205589069ea462}},
note = {Workflow, templates, specialists, skills, connectors and models used, pinned by content hash. Dossier sha256:f8205589069ea462f345171b8f6fcc905963fa63027d478bf8be5f4c04fb8b25}
}