Published and Forthcoming Papers:
Asymmetric Relation between Firm Level Characteristics and Returns, with Haimanot Kassa and Feifei Wang, European Financial Management, 2026, Vol 32 (3), 883-902.
Short Selling Leveraged ETFs, with Alex Petkevich, and Kainan Wang, Journal of Financial Research, 2026, Forthcoming.
Option Trading Imbalance, Cash Flow News, and Discount Rate News, with Kershen Huang, Alex Petkevich and Pavel Teterin, 2024, Journal of Empirical Finance, Vol 77, June 101-491
Cutting Through Complexity: Segment Disclosure and Pricing Efficiency, with Philipp D. Schaberl and Maya Thevenot, 2024, Journal of Accounting, Auditing and Finance, Vol 39 (3), p. 643-672
Does Maturity Matter? The Case of Treasury Futures Volume, with Kershen Huang and Alex Petkevich, , 2019, Journal of Futures Markets, Vol 39, p. 1301-1321.
Decomposing the accrual premium: The evidence from two markets, with Anthony Holder and Alex Petkevich, 2019, Journal of Business, Finance and Accounting, Vol 46, p.879-912.
Who Reacts to News?, with Collin Gilstrap, Kershen Huang, and Alex Petkevich, 2019, The Quarterly Journal of Finance, Vol 9 (1).
Lottery Preferences and the Idiosyncratic Volatility Puzzle, with Haimanot Kassa and Steve L. Slezak, 2019, European Financial Management, Vol 25 (3), p.655-683.
Why Is Accounting Information Important to Bondholders?, with Alex Petkevich and Kainan Wang, 2017, Journal of Fixed Income, Vol 26 (3), p.82-107.
The Effect of Regulation of the Relationship between Earnings and Stock Returns, with Diana R. Franz, 2016, Accounting and Finance Research, Vol 5 (3), p.127-143.
Dissecting the bond profitability premium, with T. Colin Campbell and Alex Petkevich, 2016, Journal of Financial Markets, Vol 27, p. 102-131.
Does Return Dispersion Explain the Accrual and Investment Anomalies? with Anthony Holder and Alex Petkevich, 2015, Journal of Accounting and Economics, Vol 60, p. 133-148.
Idiosyncratic Risk, Investor Base and Returns, with Michael Ferguson and Haimanot Kassa, 2015, Financial Management, Vol 44 (2), p. 267-293.
Idiosyncratic Volatility, Institutional Ownership and Investment Horizon, with Alex Petkevich and Blerina Bela Reca, 2015, European Financial Management, Vol 21 (4), p. 613-645.
On the DuPont Analysis in the Health Care Industry, with Kathryn Chang and Hassan HassabElnaby, 2014, Journal of Accounting and Public Policy, Vol 33 (1), p. 83-103.
Idiosyncratic Risk Premia and Momentum, with Steve L. Slezak, 2013, The Journal of Financial Research, Vol. 36 (3), p. 389-412.
The Rate of Return Convergence and the Value Anomaly, with Gary Moore and Mei Zhang, 2013, Academy of Economics and Finance Journal, Vol 4, p. 57-69.
Connecting the Dots: The Accruals Quality Premium vs the Value Premium, with Anthony Holder and Diana Wei, 2012, Managerial Finance, Vol 38 (12), p. 1106-1133.
Low P/E Investing – A Tribute to John Neff, with Gary Moore, 2011, Academy of Economics and Finance Journal, Vol 2, p. 71-81.
Does Cross-Listing Improve the Market Quality of Domestic Stocks? Evidence from the Indian Stock Market, with Yogesh Kumar, Andrew Solocha, and Gary Moore, 2010, Journal of Emerging Financial Markets, Vol 2 (1), p. 63 – 75
A Cross-Sectional Analysis of CapRates by MSA, with Norm Miller, Jeff Fisher, Bob White, and Michael Sklarz, 2008, Journal of Real Estate Research, Vol. 30(3), p. 249-292 (Homer Hoyt Prize for the best paper published in JRER in 2008).