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Elizabeth Anne Demers

Personal Details

First Name:Elizabeth
Middle Name:Anne
Last Name:Demers
Suffix:
RePEc Short-ID:pde441

Affiliation

Faculté des Hautes Études Commerciales (HEC)
Université de Lausanne

Lausanne, Switzerland
http://www.hec.unil.ch/
RePEc:edi:heclsch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chen, J. & Demers, E. & Lev, B., 2013. "Oh what a beautiful morning! The time of day effect on the tone and market impact of conference calls," Research Memorandum 038, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers 951, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Stephen Baginski & Elizabeth Demers & Chong Wang & Julia Yu, 2016. "Contemporaneous verification of language: evidence from management earnings forecasts," Review of Accounting Studies, Springer, vol. 21(1), pages 165-197, March.
  2. Elizabeth Demers & Philip Joos, 2007. "IPO Failure Risk," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 333-371, May.
  3. Demers, Elizabeth & Lewellen, Katharina, 2003. "The marketing role of IPOs: evidence from internet stocks," Journal of Financial Economics, Elsevier, vol. 68(3), pages 413-437, June.
  4. Elizabeth Demers, 2002. "Discussion of High‐Technology Intangibles and Analysts’ Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 40(2), pages 313-319, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (1) 2008-12-07

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