- 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.
- An Application of Causal Forest in Corporate Finance: How Does Financing Affect Investment? NEW
(with Candace E. Jens and Beau Page)
- Price-Path Convexity, Extrapolation, and Short-Horizon Return Predictability
(with Michael Woeppel).
- Big (Patent) Short: Hedge Funds and Unannounced Litigations
(with Tolga Caskurlu and Veronika Pool).
- Learning about out-of-sample predictability and its impact on real-time
May 16, 2004