Journal of Financial and Quantitative Analysis (JFQA) Vol. 52, No. 2, April 2017, pp. 811-836.
Management Science, Vol. 60, No. 2, 2014, pp. 508-520
Review of Financial Studies 25, 144-186
Managerial Attributes and Executive Compensation
Journal of Economic Theory, 147, 310-335
Conservative Traders, Natural Selection and Market Efficiency
?,” Journal of Financial Intermediation 21, 123-150
Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?
Journal of Financial Economics 103, 611-631
Endogenous Liquidity in the Credit Derivatives
Journal of Banking and Finance 35, 966-977 (Summarized in the CFA Digest 41, 77-78 ).
The pricing and performance of leveraged exchange-traded funds
Journal of International Financial Markets, Institutions & Money 20, 451-474.
Diversification Benefits of Commodity Futures
Journal of Corporate Finance 16, 159-169
What Motivates Exchangeable Debt Offerings?
Journal of Econometrics 157, 306-316 (Winner of the 2012 Arnold Zellner Award)
Bayesian Semiparametric Stochastic Volatility Modeling
Journal of Financial and Quantitative Analysis 44 : 719-44
Probability judgment error and speculation in laboratory asset market bubbles
Financial Management, 37, 125-139.