Publications:
“Are mutual funds
sitting ducks?” with Hayong Yun, Journal of Financial Economics 2013, 107(1) 220-237.
“Local
Investors, price discovery and market efficiency”, Journal of Financial Economics, 104 (1) 2012, 145-161. Best paper
award, Financial Research Association, 2010.
“Thinning the
herd: The Impact of venture capital on firm performance,” with Tim Loughran,
Journal of Behavioral Finance, 12 (4)
2011, 233-245.
“Patriotism
in your portfolio,” with Adair Morse, Journal of Financial Markets, 14 (2)
2011, 411-440.
“Mispricing of
dual-class shares: Profit opportunities, arbitrage, and trading,” with Paul Schultz. Journal of Financial Economics, 98 (3)
2010, 524-549.
“An Epidemic
model of investor behavior,” Journal
of Financial and Quantitative Analysis, 45 (1) 2010, 169-198.
Working
papers:
Exchange traded funds and asset return
correlations with Zhi Da, March 2013.
Employee
information and asset prices, March 2013.
Pricing
kernel monotonicity and conditional information, with Matthew Linn and Tyler
Shumway, March 2013.
Work
in progress:
What’s
a regulator worth? With Margaret Forster
Short interest and options, with Zhi
Da and Mao Ye.
Permanent
working papers:
Is the pricing kernel monotonic? With Tyler Shumway,
2009