“Shareholders as Creditors of First Resort”, with Andriy Bodnaruk (UI at Chicago), Management Science (June 2020)
“Informed Trading by Adviser Banks: Evidence from Options Holdings”, with Michelle Lowry (Drexel) and Zhongyan Zhu (Monash), Review of Financial Studies, 32(2):605-645, 2019
“The Cost of Immediacy for Corporate Bonds”, with JensDick-Nielsen (CBS), Review of Financial Studies (lead article and editor's choice), 32(1):1-41, 2019
“Return Smoothing and its Implications for Performance Analysis of Hedge Funds”, with Jing-zhi Huang (Penn State), and John C. Liechty (Penn State), Journal of Finance and Data Science, 4(4):203-222, 2018
“Dual Ownership, Returns, and Voting in Mergers”, with Andriy Bodnaruk (Notre Dame) , Journal of Financial Economics, 120(1):58–80, 2016
“Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis”, with Jing-zhi Huang (Penn State) and Yuan Wang (Concordia), Journal of Fixed Income, Vol. 25, 2015, pp. 34-57
“Market Participation and Dividend Clienteles” Quarterly Journal of Finance, 04, 1450012 (2014) [21 pages]
“Realized Volatility, Liquidity, and Corporate Yield Spreads” Quarterly Journal of Finance., 04, 1450004 (2014) [42 pages]
“The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach”, with Olesya V. Grishchenko, Journal of Business & Economic Statistics, Vol. 30, Issue. 2, 2012