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Introduction

Earnings conference calls play a crucial role in disseminating information to investors and analysts regarding a company’s financial performance. These calls are a platform for company executives to discuss financial results, future strategies, and address any questions or concerns from stakeholders. The reactions of stock prices to information disclosed during these calls are of great interest to researchers, as they provide insights into how the market interprets and reacts to new information.

Background of study

The relationship between earnings conference calls and stock price reactions has been a topic of interest for researchers in finance and accounting. Previous studies have examined the impact of various factors, such as the tone of management discussions, the timing of calls, and the presence of institutional investors, on stock price movements following earnings announcements.

Problem Statement

While there is a growing body of literature on earnings conference calls and stock price reactions, there is still much to be explored in this area. There is a need for more research that delves deeper into the mechanisms through which information disclosed during these calls influences stock prices, as well as the factors that may moderate this relationship.

Objective of study

The primary objective of this study is to investigate the relationship between earnings conference calls and stock price reactions. Specifically, we aim to analyze how different aspects of these calls, such as the level of detail provided by management, the tone of discussions, and the presence of analysts and institutional investors, impact stock price movements.

Limitation of study

This study acknowledges that there are limitations to the methodology and data used in this research. These limitations may include constraints in data availability, the generalizability of findings, and the potential for omitted variable bias in our analysis.

Scope of study

This study focuses on publicly traded companies in the United States and their earnings conference calls. We will analyze a sample of companies across different industries to capture a broad range of experiences and outcomes related to stock price reactions following these calls.

Significance of study

Understanding the relationship between earnings conference calls and stock price reactions has important implications for investors, analysts, and company executives. By gaining insights into how markets respond to information disclosed during these calls, stakeholders can make more informed decisions regarding their investments and strategies.

Structure of the Thesis

Chapter One: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter Two: Literature Review
2.1 Overview of earnings conference calls
2.2 Theoretical framework
2.3 Factors influencing stock price reactions
2.4 Previous empirical studies
2.5 Gaps in the literature
2.6 Conceptual model
2.7 Hypotheses development
2.8 Summary of literature review
2.9 Theoretical contributions

Chapter Three: Research Methodology
3.1 Research design
3.2 Sample selection
3.3 Data collection
3.4 Variables and measures
3.5 Data analysis techniques
3.6 Model specification
3.7 Robustness checks
3.8 Limitations of methodology

Chapter Four: Findings
4.1 Descriptive statistics
4.2 Analysis of results
4.3 Robustness checks
4.4 Discussion of findings
4.5 Implications for theory and practice
4.6 Suggestions for future research

Chapter Five: Conclusion and Summary
5.1 Summary of findings
5.2 Contributions to literature
5.3 Practical implications
5.4 Limitations of the study
5.5 Recommendations for future research
5.6 Conclusion

Thesis Overview on Earnings Conference Calls and Stock Price Reactions

Earnings conference calls are a critical platform for companies to communicate their financial results and future prospects to investors and analysts. These calls can have a significant impact on stock prices, as they provide new information that may influence investor perceptions and market expectations. This thesis aims to investigate the relationship between earnings conference calls and stock price reactions, focusing on how different aspects of these calls affect market responses.

Chapter One provides an introduction to the topic, outlining the background, problem statement, objectives, scope, and significance of the study. It also presents the structure of the thesis and defines key terms used throughout the research. Chapter Two presents a comprehensive review of the literature on earnings conference calls and stock price reactions, highlighting previous research, theories, and gaps in the literature. This chapter lays the foundation for the hypotheses development and conceptual framework.

Chapter Three details the research methodology, including the research design, sample selection, data collection, variables and measures, data analysis techniques, and model specification. This chapter explains how the data will be analyzed to test the hypotheses and achieve the research objectives. Chapter Four presents the findings of the study, including descriptive statistics, analysis of results, robustness checks, and a discussion of the findings in relation to existing literature.

Finally, Chapter Five offers a conclusion and summary of the thesis, summarizing the key findings, contributions to literature, practical implications, limitations of the study, and recommendations for future research. This chapter concludes the thesis by highlighting the significance of understanding the relationship between earnings conference calls and stock price reactions in informing investment decisions and corporate communication strategies.

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