Published and forthcoming papers:

• Options Trading Imbalance, Cash-Flow News and Discount Rate News, with Doina Chichernea, Kershen Huang, and Pavel Teterin, Journal of Empirical Finance  forthcoming

• Lever Up! An analysis of options trading in leveraged ETFs, with Collin Gilstrap, Pavel Teterin, and Kainan Wang, Journal of Futures Markets  forthcoming

• The only constant is change: Non-constant volatility and implied volatility spreads, with T. Colin Campbell and Michael Gallmeyer, Journal of Financial and Quantitative Analysis, 2023, vol 58, issue 5,   

• The equilibrium prices of auction IPO securities: Empirical evidence, with Taufique Samdani, Journal of Financial Markets 2022, vol 57, 100629

• REIT debt pricing and ownership structure, with Collin Gilstrap, Ozcan Sezer, and Pavel Teterin,
  Journal of Real-Estate Finance and Economics, 2022, vol 64, 546--589

• Striking Up with the In Crowd: When Option Markets and Insiders Agree, with Collin Gilstrap and Pavel Teterin,
  Journal of Banking & Finance 2020, vol 120, 105963

• Who Reacts to News? with Doina Chichernea, Collin Gilstrap, and Kershen Huang,
  Quarterly Journal of Finance 2019, vol 09,  1-43

• Decomposing the Accrual Premium: The Evidence from Two Markets, with Doina Chichernea and Anthony Holder,
  Journal of Business Finance & Accounting 2019, vol 46, 879--912

• Does Maturity Matter? The Case of Treasury Futures Volume, with Doina Chichernea and Kershen Huang,
  Journal of Futures Markets 2019, vol 39, 1301-1321

• Insider Demand and Industry Trends with Collin Gilstrap and Kainan Wang,
  Journal of Financial Research, vol 42, 713-733

• Political corruption and auditor behavior: evidence from US firms, with Mai Dao and Hongkang Xu,
  European Accounting Review 2019, vol 28, pages 513-540

• Managerial Ability, Information Quality, and the Pricing and Terms of Corporate Debt, with Andrew Prevost,
  Review of Quantitative Finance and Accounting 2018, vol 51, pages 1033-1069

• Why Is Accounting Information Important to Bondholders? with Doina Chichernea and Kainan Wang,
  Journal of Fixed Income, 2017, vol 26, pages 82-107

• Investment Horizons and Information, with Kershen Huang,
  Journal of Business Finance & Accounting, 2016,  vol 43 , pages 1017-1056

• Does Managerial Myopia Explain Bowman's Paradox? with Gary Moore and Anthony Holder,
  American Journal of Business, 2016, vol 31, pages 102-122

• Corporate Bond Pricing and Ownership Heterogeneity, with Kershen Huang,
  Journal of Corporate Finance, 2016, vol 36, pages 54-74

• Dissecting the Bond Profitability Premium, with T. Colin Campbell and Doina Chichernea,
  Journal of Financial Markets, 2016, vol 27, pages 102-131

• Does Return Dispersion Explain the Accrual and Investment Anomalies? with Doina Chichernea and Anthony Holder,
  Journal of Accounting and Economics, 2015, vol 60, issue 1, pages 133-148

• Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon, with Doina Chichernea and Blerina Zykaj,
  European Financial Management, 2015, vol 21, issue 4, pages 613-645

• Longevity Annuities: An Annuity for Anyone? with Anthony Holder, Gary Moore, and Bela Reca,
  Academy of Economics and Finance Journal, 2015, vol 6, pages 87-92

• On the Use of Crystal Balls in Financial Reporting: the Case Against Three Recent FASB Developments, with Anthony Holder and Gary Moore,
  Internal Auditing, 2015, vol 30, issue 2, pages 5-18

• Does the New Revenue Recognition Standard Improve Financial Reporting? with Anthony Holder and Gary Moore,
  Internal Auditing, 2014, vol 29, issue 5, pages 15-26