Publications
"Intermediaries’ Incentives across Share Classes in the Same Fund," with Ping McLemore, 2023. Financial Analysts Journal 79, 41-63. (Journal link)
"Shorting Activity and Stock Return Predictability: Evidence from a Mandatory Disclosure Shock," with Paul A. Griffin, Hyun A. Hong and Jeong-Bon Kim, Spring 2022. Financial Management 51, 27-71. (Journal link)
"Economic Policy Uncertainty and Self-Control: Evidence from Unhealthy Choices," with Ping McLemore and Richard Sias, June 2021. Journal of Financial and Quantitative Analysis 56, 1446-1475. (Journal link)
"Institutional Investment and the Changing Role of Public Equity Markets: International Evidence," with Janet Kiholm Smith and Richard L. Smith, October 2020. Journal of Corporate Finance 64, 101705. (Journal link)
"(Un)intended Consequences? The Impact of the 2017 Tax Cuts and Jobs Act on Shareholder Wealth," with James Plečnik, Hai Tran, and Jason Turkiela, September 2020. Journal of Banking and Finance 118, 105860. (Journal link)
"Innovation: The Interplay Between Demand-Side Shock and Supply-Side Environment," with Ping McLemore and Shagun Pant, 2018. Research Policy 47, 440-461. (Journal link)
"Financial Markets and Genetic Variation," with Eric Cardella and Danjue Shang, 2018. Journal of International Financial Markets, Institutions and Money 52, 64-89. (Journal link)
"Short Sales and the Weekend Effect -- Evidence from a Natural Experiment," with Pengjie Gao, Jia Hao, and Tongshu Ma, 2015. Journal of Financial Markets 26, 85-102. (Journal link)
"Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed Income Markets," with Laura Cardella, Jia Hao, and Yung-Yu Ma, 2014. The Financial Review 49, 231-243. (Journal link)
"Noisy Prices and Inference Regarding Returns," with Elena Asparouhova and Hendrik Bessembinder, 2013. The Journal of Finance 68, 665-714. (Journal link)
"Liquidity Biases in Asset Pricing Tests," with Elena Asparouhova and Hendrik Bessembinder, 2010. Journal of Financial Economics 96, 215-237. (Journal link)
"International Evidence on Cash Holdings and Expected Managerial Agency Problems," with Karl Lins, 2007. The Review of Financial Studies 20, 1087-1112. (Journal link)