Research


Publications in Refereed Journals

Short Selling Around Seasoned Equity Offerings, with Jennifer Koski, 2010,
   Review of Financial Studies, 23 (12), 4389-4418.

Evaluating Government Bond Fund Performance with Stochastic Discount Factors, with Wayne Ferson and Darren Kisgen, 2006,
    Review of Financial Studies
19 (2), 423-455.



Book Chapters

Fixed Income Fund Performance Across Economic States, 2006, with Wayne Ferson and Darren Kisgen,
    Research in Finance
23, pp. 1-62, Andrew H. Chen, ed., JAI Press, Oxford UK.


Working Papers

Expected Returns and Markov-Switching Illiquidity, with John Scruggs (Barclays Global Investors).
    Invited for resubmission (2nd Round) to the Journal of Financial and Quantitative Analysis.

Do Equity 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

Ex-Dividend Trading by Institutional Investors, with Jennifer Koski (University of Washington).

Short Selling, Convertible Bond Pricing, and Convertible Arbitrage, with Jennifer Koski (University of Washington).

Constrained Short Selling and the Probability of Informed Trade.


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