GitHub - Sambiz88/pead: P.E.A.D (Post-Earnings Announcement Drift) is the tendency for a stock's cumulative abnormal returns to drift in the direction of an earnings surprise for several weeks (even several months) following an earnings announcement.

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P.E.A.D (Post-Earnings Announcement Drift) is the tendency for a stock's cumulative abnormal returns to drift in the direction of an earnings surprise for several weeks (even several months) following an earnings announcement.

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__pycache__		__pycache__
etl		etl
venv		venv
.gitignore		.gitignore
constituents.csv		constituents.csv
main.py		main.py
plot.py		plot.py
tempCodeRunnerFile.py		tempCodeRunnerFile.py