Publications in Refereed
Selling Around Seasoned Equity Offerings, with Jennifer Koski, 2010,
Review of Financial
Studies, 23 (12), 4389-4418.
Government Bond Fund Performance with Stochastic Discount Factors,
with Wayne Ferson and Darren Kisgen, 2006,
of Financial Studies 19 (2), 423-455.
Income Fund Performance Across Economic States, 2006, with Wayne
Ferson and Darren Kisgen,
in Finance 23, pp. 1-62, Andrew H. Chen, ed., JAI Press, Oxford
Returns and Markov-Switching Illiquidity, with John Scruggs
(Barclays Global Investors).
Invited for resubmission (2nd Round) to
the Journal of Financial and
Short Sellers Anticipate Bond Rating Changes?, with Darren Kisgen
(Boston College) and Julie Wu (University of Georgia).
Short Selling, Informed Trading, and Stock Returns.
Research in Progress
Trading by Institutional Investors, with Jennifer Koski (University of
Short Selling, Convertible Bond Pricing, and Convertible Arbitrage,
with Jennifer Koski (University of Washington).
Constrained Short Selling and the Probability of Informed Trade.