User profiles for Jeremiah Green
Jeremiah GreenTexas A&M University Verified email at tamu.edu Cited by 1857 |
The characteristics that provide independent information about average US monthly stock returns
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 …
independent information about average US monthly stock returns by simultaneously including 94 …
Going, going, gone? The apparent demise of the accruals anomaly
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 …
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 …
of their greater prominence and visibility to market participants, more widely covered firms …
The supraview of return predictive signals
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 …
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
We investigate whether increased investor demand for financial information arising from
higher market uncertainty leads to greater media coverage of earnings announcements. We …
higher market uncertainty leads to greater media coverage of earnings announcements. We …
Analysts' influence on managers' guidance
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 …
calls; most frequently, seeking earnings per share guidance. In this study, we examine the …
Hedge fund voluntary disclosure
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 …
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
… 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, …
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
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 …
equity analysts make in constructing and executing discounted cash flow (DCF) equity …
Intangible investments, scaling, and the trend in the accrual–cash flow association
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 …
results not from a loss of accrual accounting usefulness per se, but from the deviation from …