When did a company announce its earnings?
You can find the announcement date in the I/B/E/S database, more specific in the Details > Actual dataset. Here you can download the Announce Date and Announce Time.
Please note: not every company is covered by I/B/E/S, because at least one analyst must provide estimate forecasts for the company. When you have non-American companies in your sample, make sure you unmark ‘US only’ at the bottom of step 2, and mark ‘Both’.
You can find I/B/E/S in WRDS, to access it you need a VPN-connection & a WRDS-day pass.
CompuStat North America – Fundamentals Quarterly
In Fundamentals Quarterly you can request the item ‘RDQ — Report Date of Quarterly Earnings’.
You can find CompuStat North America in WRDS, to access it you need a VPN-connection & a WRDS-day pass.
In Worldscope you can request the item ‘WS.EPSReportDate’. This data item is only available when you request quarterly data – when you choose annual frequency you’ll only #N/A as results. This date is the latest update date.
When you choose the default layout options used in the Report Wizard of Thomson (under Step 4, the worksheet options), you’ll see just 1 date (we don’t know why). When you use another layout or use the PFDL-function of the Excel add-in, you’ll get more results.