|
WORKING
PAPERS:
§
Why
Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition,
(with Zhihua Chen, Aziz A. Lookman and Duane J. Seppi)
§
Variance risk, financial
intermediation, and the cross-section of expected option returns, (with
Alexandre Ziegler)
PUBLICATIONS:
§
Corporate
Governance and Capital Structure Dynamics, The Journal of Finance, forthcoming
(with Erwan Morellec and Boris Nikolov)
§
Corporate Investment
and Financing under Asymmetric Information, Journal of Financial Economics 99(2), 2011, 262–288
(with Erwan Morellec)
§
Price
Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than
They Fall?, The Journal of
Finance 65(5), 2010, 1669-1702
(with Richard C. Green and Dan Li; Smith Breeden Prize 2010 Distinguished
Paper)
§
Dynamic
Investment and Financing under Personal Taxation, Review of Financial Studies 23(1), 2010, 101-146
(with Erwan Morellec)
§
Financial
Intermediation and the Costs of Trading in an Opaque Market, Review of Financial Studies 20(2),
2007, 275-314
(with Richard C. Green and Burton
Hollifield)
§
Dealer
Intermediation and Price Behavior in the Aftermarket for New Bond Issues,
Journal of Financial Economics
86(3), 2007, 643-682
(with Richard C. Green and Burton
Hollifield)
TEACHING:
Click
here to log in.
|
