User profiles for Jeremiah Green

Jeremiah Green

Texas A&M University
Verified email at tamu.edu
Cited by 1857

The characteristics that provide independent information about average US monthly stock returns

J Green, JRM Hand, XF Zhang - The Review of Financial Studies, 2017 - academic.oup.com
We take up Cochrane’s (2011) challenge to identify the firm characteristics that provide
independent information about average US monthly stock returns by simultaneously including 94 …

Going, going, gone? The apparent demise of the accruals anomaly

J Green, JRM Hand, MT Soliman - Management Science, 2011 - pubsonline.informs.org
Consistent with public statements made by sophisticated practitioners, we document that
the hedge returns to Sloan's (Sloan, RG 1996. Do stock prices fully reflect information in …

Are credit ratings more rigorous for widely covered firms?

SB Bonsall IV, JR Green… - The Accounting …, 2018 - publications.aaahq.org
We study how business press coverage can discipline credit rating agency actions. Because
of their greater prominence and visibility to market participants, more widely covered firms …

The supraview of return predictive signals

J Green, JRM Hand, XF Zhang - Review of Accounting Studies, 2013 - Springer
This study seeks to inform investment academics and practitioners by describing and
analyzing the population of return predictive signals (RPS) publicly identified over the 40-year …

Market uncertainty and the importance of media coverage at earnings announcements

SB Bonsall IV, J Green, KA Muller III - Journal of Accounting and Economics, 2020 - Elsevier
We investigate whether increased investor demand for financial information arising from
higher market uncertainty leads to greater media coverage of earnings announcements. We …

Analysts' influence on managers' guidance

K Chapman, JR Green - The Accounting Review, 2018 - publications.aaahq.org
Analysts ask managers for forward-looking information in one-third of quarterly conference
calls; most frequently, seeking earnings per share guidance. In this study, we examine the …

Hedge fund voluntary disclosure

GJ Cassar, JJ Gerakos, JR Green… - The Accounting …, 2018 - publications.aaahq.org
Using a dataset of 3,234 letters sent by 434 hedge funds to their investors during 1995–2011,
we study what motivates hedge fund managers to make voluntary disclosures. Contrary to …

[PDF][PDF] The remarkable multidimensionality in the cross-section of expected US stock returns

J Green, J Hand, F Zhang - Available at SSRN, 2014 - jacobslevycenter.wharton.upenn …
… the costs of gathering, programming and analyzing the relevant data, and also seeking to
not erect barriers to the replicability of our work, we selected 100 RPS primarily from the Green, …

Errors and questionable judgments in analysts' DCF models

J Green, JRM Hand, XF Zhang - Review of Accounting Studies, 2016 - Springer
We investigate the number of and reasons for errors and questionable judgments that sell-side
equity analysts make in constructing and executing discounted cash flow (DCF) equity …

Intangible investments, scaling, and the trend in the accrual–cash flow association

J Green, H Louis, J Sani - Journal of Accounting Research, 2022 - Wiley Online Library
We provide evidence that the documented weakening of the accrual–cash flow association
results not from a loss of accrual accounting usefulness per se, but from the deviation from …