Incorporating AI in Event Study Analysis of Earnings Announcements in the US Stock Market

1. Introduction 1.1 Background and Motivation 1.2 Research Objectives 1.3 Structure of the Study 2. Theoretical Framework 2.1 Event Study Methodology 2.2 Earnings Announcements 2.3 Role of Artificial Intelligence 3. Literature Review 3.1 Previous Event Studies 3.2 AI Applications in Finance 3.3 Challenges in Current Research 4. Research Methodology 4.1 Data Collection 4.2 AI Techniques Employed 4.3 Analysis Procedure 5. AI Integration in Event Study 5.1 Machine Learning Models 5.2 Predictive Analytics 5.3 Data Processing and Cleaning 6. Case Study: US Stock Market 6.1 Selection of Companies 6.2 Earnings Announcement Dates 6.3 Model Implementation 7. Results and Discussion 7.1 AI Model Performance 7.2 Comparison with Traditional Methods 7.3 Implications for Investors 8. Conclusion and Future Work 8.1 Summary of Findings 8.2 Contributions to the Field 8.3 Areas for Further Research