The interactive quality of earnings communication conferences and post-earnings-announcement drift

Delivering information through regular or temporary reports is not the final step in disclosure. Using the Word2Vec model, we assess the interaction quality of earnings communication conferences, and find that high interaction quality mitigates the post-earnings-announcement drift (PEAD). Interactio...

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Main Authors: Sihai Li, Ruiqi Wang, Yiming Huang
Format: Article
Language:English
Published: Taylor & Francis Group 2025-03-01
Series:China Journal of Accounting Studies
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/21697213.2025.2473999
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author Sihai Li
Ruiqi Wang
Yiming Huang
author_facet Sihai Li
Ruiqi Wang
Yiming Huang
author_sort Sihai Li
collection DOAJ
description Delivering information through regular or temporary reports is not the final step in disclosure. Using the Word2Vec model, we assess the interaction quality of earnings communication conferences, and find that high interaction quality mitigates the post-earnings-announcement drift (PEAD). Interaction quality on performance-related questions, especially performance interpretation questions, plays a crucial role. Mechanism test reveals that investors interpret annual report information more comprehensively and consistently after earnings communication conference. The mitigating effect is more pronounced in firms with longer interval between the conference and the annual report, firms not involved in margin trading and short selling, and those reporting negative unexpected earnings. The disclosure of first quarter reports after earnings communication conferences can offset this effect. We provide empirical evidence, from the perspective of interaction quality, to validate the ‘quality of content’ in the earnings communication conference and its contribution to enhancing information efficiency in the Chinese capital market.
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spelling doaj-art-a304b71c9f8548e1a6f36dcbcaa6a25e2025-08-20T02:30:06ZengTaylor & Francis GroupChina Journal of Accounting Studies2169-72132169-72212025-03-0113310.1080/21697213.2025.2473999The interactive quality of earnings communication conferences and post-earnings-announcement driftSihai Li0Ruiqi Wang1Yiming Huang2School of Accountancy, Zhongnan University of Economics and Law, Wuhan, Hubei, ChinaSchool of Accountancy, Zhongnan University of Economics and Law, Wuhan, Hubei, ChinaSchool of Accountancy, Zhongnan University of Economics and Law, Wuhan, Hubei, ChinaDelivering information through regular or temporary reports is not the final step in disclosure. Using the Word2Vec model, we assess the interaction quality of earnings communication conferences, and find that high interaction quality mitigates the post-earnings-announcement drift (PEAD). Interaction quality on performance-related questions, especially performance interpretation questions, plays a crucial role. Mechanism test reveals that investors interpret annual report information more comprehensively and consistently after earnings communication conference. The mitigating effect is more pronounced in firms with longer interval between the conference and the annual report, firms not involved in margin trading and short selling, and those reporting negative unexpected earnings. The disclosure of first quarter reports after earnings communication conferences can offset this effect. We provide empirical evidence, from the perspective of interaction quality, to validate the ‘quality of content’ in the earnings communication conference and its contribution to enhancing information efficiency in the Chinese capital market.https://www.tandfonline.com/doi/10.1080/21697213.2025.2473999Earnings communication conferencesinteractive qualityinformation interpretationpost-earnings-announcement drift
spellingShingle Sihai Li
Ruiqi Wang
Yiming Huang
The interactive quality of earnings communication conferences and post-earnings-announcement drift
China Journal of Accounting Studies
Earnings communication conferences
interactive quality
information interpretation
post-earnings-announcement drift
title The interactive quality of earnings communication conferences and post-earnings-announcement drift
title_full The interactive quality of earnings communication conferences and post-earnings-announcement drift
title_fullStr The interactive quality of earnings communication conferences and post-earnings-announcement drift
title_full_unstemmed The interactive quality of earnings communication conferences and post-earnings-announcement drift
title_short The interactive quality of earnings communication conferences and post-earnings-announcement drift
title_sort interactive quality of earnings communication conferences and post earnings announcement drift
topic Earnings communication conferences
interactive quality
information interpretation
post-earnings-announcement drift
url https://www.tandfonline.com/doi/10.1080/21697213.2025.2473999
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