Jeremiah Green

Pennsylvania State University

Assistant Professor

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 4,917

in Total Papers Downloads

6,644

CITATIONS
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SSRN RANKINGS

Top 14,197

in Total Papers Citations

26

Scholarly Papers (10)

1.

The Supraview of Return Predictive Signals

Review of Accounting Studies, Forthcoming
Number of pages: 49 Posted: 18 May 2012 Last Revised: 17 Jan 2013
Jeremiah Green, John R. M. Hand and Frank Zhang
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Yale School of Management
Downloads 1,391 (8,067)
Citation 6

Abstract:

Return predictive signals, supraview, efficient markets

2.

The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns

Number of pages: 80 Posted: 09 May 2013 Last Revised: 16 Oct 2016
Jeremiah Green, John R. M. Hand and Frank Zhang
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Yale School of Management
Downloads 904 (8,451)
Citation 1

Abstract:

Firm characteristics; anomalies; cross-section; average U.S. monthly returns

3.

Going, Going, Gone? The Demise of the Accruals Anomaly

Management Science, May 2011, vol. 57, no. 5, 797-816
Number of pages: 41 Posted: 19 Dec 2009 Last Revised: 17 Jan 2013
Jeremiah Green, John R. M. Hand and Mark T. Soliman
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and University of Southern California - Marshall School of Business
Downloads 786 (19,439)
Citation 18

Abstract:

Accruals anomaly, market efficiency, hedge funds, accounting scholarship

4.

Are Hedge Funds Systemically Important?

Journal of Derivatives, Vol. 20, No. 2, 2012
Number of pages: 33 Posted: 09 Oct 2010 Last Revised: 17 Jan 2013
Gregory W. Brown, Jeremiah Green and John R. M. Hand
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University and University of North Carolina Kenan-Flagler Business School
Downloads 366 (56,524)
Citation 1

Abstract:

Financial Crisis, Hedge Funds, Systemic Risk, Short Selling, Derivatives

5.

Business Press Coverage and the Market Pricing of Good and Bad News

Number of pages: 40 Posted: 08 Mar 2011 Last Revised: 18 Jan 2014
Jeremiah Green, John R. M. Hand and Michael W. Penn Jr.
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Florida State University - Department of Accounting
Downloads 353 (56,020)

Abstract:

news dissemination, bad news, journalist, visibility, attention, information

6.

Errors and Questionable Judgments in Analysts' DCF Models

Review of Accounting Studies, Forthcoming
Number of pages: 42 Posted: 01 Apr 2014 Last Revised: 31 Jan 2016
Jeremiah Green, John R. M. Hand and Frank Zhang
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Yale School of Management
Downloads 247 (36,280)

Abstract:

Analysts, sophistication, DCF, valuation, errors, judgments

7.

The Use of Residual Income Valuation Methods by U.S. Sell-Side Equity Analysts

Number of pages: 46 Posted: 21 Jan 2015 Last Revised: 25 Aug 2016
University of North Carolina Kenan-Flagler Business School, University of Memphis - School of Accountancy, Pennsylvania State University and Yale School of Management
Downloads 240 (37,890)

Abstract:

Residual income valuation, DCF, sell-side equity analysts

8.

The Importance of Accounting Information in Portfolio Optimization

Journal of Accounting, Auditing & Finance, January 2011, Vol. 26, Issue 1, p. 1
Number of pages: 31 Posted: 18 Jan 2013
John R. M. Hand and Jeremiah Green
University of North Carolina Kenan-Flagler Business School and Pennsylvania State University
Downloads 203 (97,528)

Abstract:

9.

Hedge Fund Voluntary Disclosure

Number of pages: 38 Posted: 21 Mar 2015 Last Revised: 11 Nov 2016
INSEAD, Tuck School of Business at Dartmouth College, Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Unaffiliated Authors (Deceased)
Downloads 201 (61,034)

Abstract:

Voluntary disclosures; hedge funds; investor letters; proprietary costs; agency costs

10.

Do Hedge Funds Prefer Safe Stocks? Revisiting Hedge Fund Preferences for Stock Characteristics

Number of pages: 50 Posted: 12 Jun 2014
Charles Cao, Jeremiah Green and Jiahan Li
Pennsylvania State University, Pennsylvania State University and University of Notre Dame
Downloads 128 (142,212)

Abstract:

hedge funds, stock characteristics, cross-section of returns, safe stocks

Other Papers (1)

Total Downloads: 224    Citations: 0
1.

Financial Statement Analysis and Equity Valuation

Number of pages: 33 Posted: 30 May 2013
Jeremiah Green
Pennsylvania State University
Downloads 145

Abstract: