Late-evening disclosures and next-day returns

How this study was produced: every step of the run with the file it wrote, and everything the run used, pinned to the exact version. The address of this page is derived from its content: if anything below changed, the address would change.

Example dossierOpen the study

Dossiersha256:f8205589069ea462f345171b8f6fcc905963fa63027d478bf8be5f4c04fb8b25

Dossier as JSON

Run settings

E2ER: example
Template: event-study-finance
AI backend: n/a
Models: n/a

Input data

SHA-256 of the data files, as recorded in the study's provenance.

·data/data_dictionary.json 055d260c21d3
·data/data_summary.md 47ed1c7cc80e

Workflow (0 steps)

This study was published without its run record, so the steps are not listed.

What it was built with (3)

Each part with its authors and the version used. E2ER parts are pinned by git's content hash of their file at the commit above; follow a link to read that exact version.

Templates (1)

Template	By	Pinned version
Event study of announcements (finance)	Lena Okafor	example · sha256 084478f17e70

Skills (2)

Skill	By	Pinned version
Yahoo Finance via `e2er-data yfinance`	E2ER contributors	example · sha256 91b76dc70293
Financial Event Studies	E2ER contributors	example · sha256 1f71fd5f8a69

Cite E2ER with this dossier

A paper produced with E2ER gives one reference for E2ER: this dossier. It credits everyone listed above.

@misc{e2er-f8205589069ea462,
  title        = {E2ER dossier for "Late-evening disclosures and next-day returns"},
  author       = {{E2ER}},
  year         = {2026},
  howpublished = {\url{https://e2er.org/d/f8205589069ea462}},
  note         = {Workflow, templates, specialists, skills, connectors and models used, pinned by content hash. Dossier sha256:f8205589069ea462f345171b8f6fcc905963fa63027d478bf8be5f4c04fb8b25}
}