Jeremiah Green

Assistant Professor of Accounting
Department: Accounting
Office: 378 Business Building
Phone: 814-867-4245
Fax: 814-863-8393
E-mail: jrg28@psu.edu
Member of Faculty Since: 2010


Current Research

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


Expertise

Financial statement analysis, institutional investors' use of accounting information, hedge funds, business press


Publication List

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

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

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

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

Jeremiah Green, John R.M. Hand, Michael Penn, "Business Press Coverage and the Market Pricing of Good and Bad News", Working paper, -, -.

Sam Bosnall, Jeremiah Green, Karl Muller, "Business Press Coverage and Credit Rating Agency Monitoring", Working paper, -, -.

Jeremiah Green, John Hand, Frank Zhang, "The Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock Returns", Working paper, -, -.

Jeremiah Green, John Liechty, "Momentum – Now you see it, now you don’t: Bayesian hierarchical variable selection and stock prediction", Working paper, -, pp..

Charles Cao, Jeremiah Green,Jiahan Li, "Sophisticated Investors' Use of Public Information: Evidence from Return Predictors and Hedge Fund Holdings", Working paper, -, pp..

Jeremiah Green, John Hand, Frank Zhang, "A New Perspective on Analyst Sophistication: The Errors and Dubious Judgments made by Sell-Side Equity Analysts in Executing their DCF Valuation Models", Working paper, -, pp..


Education

PhD, UNC Chapel Hill,  2010 


Courses

ACCTG 472, Intermediate Accounting II