- Do stock prices undervalue investment in advertising?
(with Yun Kyung Oh, Jung Min Kim and William Robinson, Marketing Letters, 2016, 611-626.
- The Asset Growth Effect in Stock Returns
with Michael Cooper and Michael Schill, Journal of Investment Management, 2009, 1-15
- Good stewards, cheap talkers, or family men? The impact of mutual fund closures on fund managers, flows, fees, and performance
with Arturo Bris, Padma Kadiyala, and P. Raghavendra Rau, Review of Financial Studies, 2007, 953-982
(Winner of the Q Group Grant, 2003)
(Winner of the Q Group Grant, 2001)
- The Dynamics of International Stock Index Returns
with Stewart Mayhew, Research in Banking and Finance , 2000,
Volume 1, 219-230.
- Credit Cycles and Corporate Investment NEW
(with Mihai Ion and Stefano Rossi).
- Price-Path Convexity, Extrapolation, and Short-Horizon Return Predictability NEW
(with Michael Woeppel).
- Big (Patent) Short: Hedge Funds and Unannounced Litigations NEW
(with Tolga Caskurlu).
- Learning about out-of-sample predictability and its impact on real-time
May 16, 2004