Publications

1. M. Nezafat, T. Shen, Q. Wang, and J. Wu, 2022, Longs, Shorts, and the Cross-Section of Stock Returns, Journal of Banking and Finance.

2. M. Nezafat and M. Schroder, 2022. Private Information, Securities Lending, and Asset Prices, Review of Financial Studies, 35: 1009–1063.

3. M. Nezafat, T. Shen, and Q. Wang, 2021. Short Selling, Agency, and Corporate Investment, Financial Management, 50: 547-583.

4. M. Frank and M. Nezafat, 2019. Testing the Credit Market Timing Hypothesis Using Counterfactual Issuing Dates, Journal of Corporate Finance, 58:187-207.

5. M. Nezafat, M. Schroder, and Q. Wang, 2017. Short-Sale Constraints, Information Acquisition, and Asset Prices, Journal of Economic Theory, 172:273-312.

Working Papers

1. M. Nezafat and C. Slavik, Asset Prices and Business Cycles with Financial Shocks

4^th round revise and resubmit at the Review of Financial Studies

2. M. Nezafat and M. Schroder, Illiquidity and the Value of Private Information,

2^nd round revise and resubmit at the Journal of Economic Theory

3. M. Nezafat, Driving Forces of Corporate Capital Structure Variation over Time