State College, PA 16802
Pennsylvania State University
in Total Papers Downloads
in Total Papers Citations
Return predictive signals, supraview, efficient markets
Firm characteristics; anomalies; cross-section; average U.S. monthly returns
Accruals anomaly, market efficiency, hedge funds, accounting scholarship
Financial Crisis, Hedge Funds, Systemic Risk, Short Selling, Derivatives
news dissemination, bad news, journalist, visibility, attention, information
Analysts, sophistication, DCF, valuation, errors, judgments
Residual income valuation, DCF, sell-side equity analysts
Voluntary disclosures; hedge funds; investor letters; proprietary costs; agency costs
hedge funds, stock characteristics, cross-section of returns, safe stocks
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