Research
You can also try my SSRN page http://ssrn.com/author=265947.
Publications
Do Affiliated Analysts Mean What They Say?, Financial Management (2007). Appendix Mentioned in Business Week, 2/18/08.
Do IPO Firms Purchase Analyst Coverage with Underpricing?, joint with Dave Denis. Journal of Finance (2004).
How Do IPO Issuers Pay for Analyst Coverage?, joint with Dave Denis. Journal of Investment Management (2006).
Investor Sentiment and Asset Valuation, joint with Greg Brown. Journal of Business (March 2005). Abstracted in CFA Digest (November 2005).
Investor Sentiment and the Near-Term Stock Market, joint with Greg Brown. Journal of Empirical Finance (2004). Note that Table 3 has a row missing. The corrected version is here.
Working Papers
Return Differences between Trading and Non-trading Hours: Like Night and Day, joint with Mike Cooper and Huseyin Gulen. 9/26/08
Presented at: Indiana University, UC-Davis/Financial Management Conference on Financial Markets Research (Best Paper Award), University of Michigan, and Virginia Tech.
Growth Options and Dynamic Risk: An Empirical Evaluation, joint with Greg Brown. 3/16/09
Hedge Funds: The Good, the (Not-so) Bad, and the Ugly, joint with Yong Chen. Please email to request preliminary draft.
Presented at: University of North Carolina and Virginia Tech.
Other Stuff and Older Papers
Study Notes for comprehensive exams (206 pages)
Long-term Returns Following Seasoned Equity Issues: Bad Performance or Bad Models?, joint with Dong-Hyun Ahn and Anil Shivdasani. 1/23/03
Assessing Asset Pricing Model Misspecification with a Returns Decomposition, joint with Stephane Chretien. 11/28/01
Presented at: Purdue, 2001 Northern Finance Association Meeting, 2002 FMA, 2002 Utah Winter Conference.
Asset Pricing Tests Under Price-Dividend Ratio Restrictions Revised 2/16/01
Presented at: Arizona State, Arkansas, Federal Reserve Board, Pittsburgh, Purdue, Miami, and UNC.
Variation in the Lead-Lag Relation Between the S&P 500 Index and its Derivatives