Jeremiah Green

Pennsylvania State University

Assistant Professor

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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9,404

CITATIONS
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SSRN RANKINGS

Top 14,127

in Total Papers Citations

26

Scholarly Papers (10)

1.

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 2,619 (4,319)
Citation 1

Abstract:

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

2.

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 2,109 (6,190)
Citation 6

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Return predictive signals, supraview, efficient markets

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 996 (20,637)
Citation 18

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Accruals anomaly, market efficiency, hedge funds, accounting scholarship

4.

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 959 (21,834)

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Residual income valuation, DCF, sell-side equity analysts

5.

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 870 (25,143)

Abstract:

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Analysts, sophistication, DCF, valuation, errors, judgments

6.

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 499 (52,845)

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

7.

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
Pennsylvania State University, University of North Carolina Kenan-Flagler Business School and Florida State University - Department of Accounting
Downloads 458 (58,874)

Abstract:

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

8.

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 421 (65,251)
Citation 1

Abstract:

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

9.

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 283 (102,594)

Abstract:

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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 190 (152,396)

Abstract:

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

Other Papers (1)

Total Downloads: 265    Citations: 0
1.

Financial Statement Analysis and Equity Valuation

Number of pages: 33 Posted: 30 May 2013
Jeremiah Green
Pennsylvania State University
Downloads 265

Abstract:

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