"I am a part of all that I have met;
Yet all experience is an arch wherethro’
Gleams that untravell’d world whose margin fades
For ever and forever when I move."  –Ulysses, by Alfred Tennyson



My SSRN page is available here

My Google Scholar page is available here

My disclosure page is available here



Research    

1) How Are Shorts Informed?  Short Sellers, News, and Information Processing

with Joseph Engelberg and Adam Reed

[Journal of Financial Economics 105(2), August 2012]


2) A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market                           

with Adam Kolasinski and Adam Reed

[Journal of Finance 68(2), April 2013]  


3) Short Interest and Aggregate Stock Returns

with David Rapach and Guofu Zhou
[Journal of Financial Economics 121(1), July 2016]

Link to Appendix

Link to Data] 


4) Short Selling Risk

with Joseph Engelberg and Adam Reed
[
Journal of Finance, forthcoming]



5) The Economic Impact of Index Investing

with Jonathan Brogaard and David Sovich
[Revise and Resubmit, Review of Financial Studies]


6) The Causal Impact of Market Fragmentation on Liquidity

with Peter Haslag
[working paper]
Presented at the 2016 American Finance Association Annual Meeting


7) Price Pressure from Short Selling

[working paper]

 

8) Liquidity Uncertainty

with Peter Haslag
[revision-in-progress]

Presented at the 2015 SFS Cavalcade


9) The Information in Fire Sales

with Sheng Huang and Zhe Zhang
[working paper]

To Be Presented at the 2017 Western Finance Association Annual Conference


10) The Limits to (Short) Arbitrage 

   with Jesse Blocher

   [working paper]

   To Be Presented at the 2017 European Finance Association Annual Conference


11) ETF Arbitrage and Return Predictability 

   with David Brown and Shaun Davies

   Presented at the 2017 European Winter Finance Conference

   [working paper]


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