"Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models,'' with T. G. Andersen, 2010
"Conflict of Interest and Certification in the U.S. IPO Market," with C. Schenone, 2010
"Life-Cycle Investment Decisions and Labor Income Risk," with R. S. Goldstein, 2010
"Realized Volatility,'' with T. G. Andersen, 2009
"Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are Cointegrated," with Pierre Collin-Dufresne and Robert S. Goldstein, 2007
- Older version: "Portfolio Choice over the Life-Cycle in the Presence of `Trickle Down' Labor Income"
"An Empirical Investigation of Continuous-Time Equity Return Models," with Torben G. Andersen and Jesper Lund, 2002
- Online Appendix with additional results, robustness checks, and details concerning the data, model specification, and estimation