Jeremiah Green

Associate Professor

Biography

Current Research

Professor Green does empirical research focused on investors’ and analysts’ use of accounting information. He studies institutional investors with a focus on hedge funds, equity and debt analysts, the business press, and trading strategies.

Expertise

Financial statement analysis, institutional investors’ and analysts’ use of accounting information, hedge funds, business press

Publication List

Sam Bonsall and Karl Muller, “The Effect of Media Coverage on Credit Rating Standards,” Accounting Review, Conditionally accepted.

Joshua Coyne, John Hand, and Frank Zhang, “The dual use of residual income and discounted cash flow valuation methods by U.S. sell-side equity analysts,” Journal of Financial Reporting, Forthcoming.

Gavin Cassar, Joseph Gerakos, Jeremiah Green, John Hand, and Matthew Neal, “Hedge fund voluntary disclosure”, Accounting Review, Conditionally accepted.

Jeremiah Green, John Hand, and Frank Zhang, “The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns”, Review of Financial Studies, Forthcoming.

Kimball Chapman and Jeremiah Green, “Analysts’ Influence on Managers’ Guidance”, The Accounting Review, Forthcoming.

Joshua Coyne, Jeremiah Green, John Hand, and Frank Zhang, “The Dual Use of Residual Income and Discounted Cash Flow Valuation Methods by U.S. Sell-side Equity Analysts”, Journal of Financial Reporting, Conditionally accepted.

Jeremiah Green, John Hand, and Frank Zhang, “Errors and Questionable Judgments in Analysts’ DCF Models”, Review of Accounting Studies, 21:2, 596-632.

Jeremiah Green, John Hand, and Frank Zhang, “The Supraview of Return Predictive Signals”, Review of Accounting Studies, 18:3, 692-730.

Greg Brown, Jeremiah Green, and John R.M. Hand, “Are Hedge Funds Systemically Important”, Journal of Derivatives, 20:2, pp.8-25.

Jeremiah Green, John R.M. Hand, and Mark Soliman, “Going, going, gone? The apparent demise of the accruals anomaly”,Management Science, 55:5, pp. 797-861.

Jeremiah Green and John R.M. Hand, “The importance of accounting information in portfolio optimization”, Journal of Accounting, Auditing, and Finance, 26:1, pp.1-34.