Andrea S. Au

State Street Corporation

Vice President

State Street Financial Center

1 Lincoln Street

Boston, MA 02111

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 10,956

in Total Papers Downloads

4,340

SSRN CITATIONS
Rank 2,327

SSRN RANKINGS

Top 2,327

in Total Papers Citations

423

CROSSREF CITATIONS

32

Scholarly Papers (8)

1.
Downloads 3,303 ( 3,168)
Citation 145

Information Content of Equity Analyst Reports

MIT Sloan Working Paper No. 4264-02
Number of pages: 55 Posted: 15 Feb 2004 Last Revised: 28 Jul 2008
Paul Asquith, Michael B. Mikhail and Andrea S. Au
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), University of Illinois at Chicago - College of Business Administration and State Street Corporation
Downloads 2,288 (5,785)
Citation 8

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Stock recommendations, Price targets, Earnings forecasts, Security analysts

Information Content of Equity Analyst Reports

MIT Sloan Working Paper No. 4264-02
Number of pages: 55 Posted: 22 Oct 2002
Michael B. Mikhail, Paul Asquith and Andrea S. Au
University of Illinois at Chicago - College of Business Administration, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and State Street Corporation
Downloads 927 (24,174)
Citation 1

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Stock recommendations, price targets, earnings forecasts, security analysts

Information Content of Equity Analyst Reports

NBER Working Paper No. w9246
Number of pages: 38 Posted: 05 Oct 2002
Paul Asquith, Andrea S. Au and Michael B. Mikhail
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), State Street Corporation and University of Illinois at Chicago - College of Business Administration
Downloads 88 (295,071)
Citation 134

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Daily Short Interest, Idiosyncratic Risk, and Stock Returns

Number of pages: 46 Posted: 03 Feb 2008
John A. Doukas, Andrea S. Au and Zhan M. Onayev
Old Dominion University - Strome College of Business, State Street Corporation and Passport Capital Management
Downloads 612 (42,918)
Citation 2

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Short-sale, Idiosyncratic Risk

Daily Short Interest, Idiosyncratic Risk, and Stock Returns

Number of pages: 46 Posted: 07 Jan 2009
Andrea S. Au, John A. Doukas and Zhan M. Onayev
State Street Corporation, Old Dominion University - Strome College of Business and Passport Capital Management
Downloads 136 (215,838)

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short interest, short selling, idiosyncratic risk

3.
Downloads 289 (106,783)
Citation 8

The Market for Borrowing Corporate Bonds

Number of pages: 62 Posted: 28 Jun 2010 Last Revised: 25 Oct 2011
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), State Street Corporation, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 256 (120,740)
Citation 9

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Short Sales, Corporate Bonds, CDs

The Market for Borrowing Corporate Bonds

NBER Working Paper No. w16282
Number of pages: 60 Posted: 24 Aug 2010
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), State Street Corporation, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 33 (472,620)

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4.

The Changing Beta of Value and Momentum Stocks

Journal of Investing, Vol. 19, No. 1, pp. 25-31, 2010
Posted: 21 Sep 2009 Last Revised: 07 Apr 2010
Andrea S. Au and Robert Shapiro
State Street Corporation and State Street Global Advisors

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beta, value, momentum

5.

Extracting Information from European Analyst Forecasts

Journal of Asset Management, Vol. 8, No. 4, 2007
Posted: 01 Apr 2009
Andrea S. Au
State Street Corporation

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Earnings forecasts, Security analysts, Europe

6.

Capitalizing on Equity Analyst Factors During Different Volatility Regime Periods

Journal of Investing, Vol. 8, No. 2, 2007
Posted: 01 Apr 2009
Andrea S. Au
State Street Corporation

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Volatility, Regime, Earnings forecasts, Security analysts

7.

The Ideal Blend of Growth and Value

Journal of Investing, Vol. 15, No. 4, 2006
Posted: 01 Apr 2009
Andrea S. Au and Tony Foley
State Street Corporation and D. E. Shaw Investment Management LLC

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Mutual Fund, Style, Value, Growth

8.

Capitalising on Analyst Earnings Estimates and Recommendations During Different Market Volatility Regime Periods in Europe

Journal of Asset Management, Vol. 8, No. 2, 2007
Posted: 01 Apr 2009
Andrea S. Au
State Street Corporation

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Volatility, Regime, Europe, Earnings, Security Analysts