Most of my research is available online at http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=596958
My work has been featured in CNN, The Economist, NPR,the Wall Street Journal, CNBC, Bloomberg, the Washington Post, and numerous other popular and trade press articles.
For a current list of publications and working papers, please see my CV.
In addition to the articles, I have slides/videos/additional materials for a selection of papers below. Note that these materials may not be for the latest version of the papers, and some information may be outdated.
Finance articles:
- An Efficiency Perspective on the Gains from Mergers and Asset Purchases, B.E. Journal of Economic Analysis & Policy, 2009 (joint with Missaka Warusawitharana)
Full paper SSRN Slides - Informational Linkages Between Dark and Lit Trading Venues, Journal of Financial Markets, 2014 (joint with Mahendrarajah Nimalendran)
Full paper SSRN Video of me presenting the paper Slides - Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds, Management Science, 2016 (joint with Vikas Agarwal and Yan Lu)
Full paper SSRN Slides - Limited Attention, Marital Events, and Hedge Funds, Journal of Financial Economics, 2016 (joint with Yan Lu and Melvyn Teo)
Full paper SSRN NPR Interview Slides - Too Good to be True: An analysis of the options market’s reactions to earnings releases, Journal of Business, Finance & Accounting, 2016 (joint with Yan Lu)
Full paper SSRN BP Video Slides (zipped for file size reasons) - Sensation Seeking and Hedge Funds, Journal of Finance, 2018, (joint with Stephen Brown, Yan Lu, and Melvyn Teo)
Full Paper SSRN CNBC Interview Slides - Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets, 2020 Marketing Science, (joint with Yan Lu, Deb Mitra, and David Musto)
Full paper SSRN FT Coverage (of previous version) - Prime (Information) Brokerage, 2020, Journal of Financial Economics, (joint with Nitish Kumar, Kevin Mullally, and Yuehua Tang)
Full paper SSRN Slides (for previous version) - Hedge Fund Hold ’em, Journal of Financial Markets, 2022 (joint with Yan Lu and Sandra Mortal)
Full paper (forthcoming) SSRN Slides Bloomberg TV Coverage of Aaron Brown‘s take on our piece (of previous version)
- Are Hedge Fund Managers’ Charitable Donations Strategic?, Journal of Corporate Finance, 2021 (joint with Vikas Agarwal and Yan Lu)
Full paper SSRN Slides (for previous version) Hedge Magazine Coverage (of pervious version) - Paying for Performance in Public Pension Plans, Management Science, 2023 (with Yan Lu, and Kevin Mullally)
Full paper SSRN Slides (for previous version) - Expensive Anomalies, Journal of Empirical Finance, 2024 (joint with Deniz Anginer, Nejat Seyhun, and Luqi Xu)
Full paper SSRN
Real Estate articles
- How do Personal Real Estate Transactions Affect the Decision Making and Performance of Professional Asset Managers? Real Estate Economics, 2021, (joint with David Ling and Yan Lu)
Full paper SSRN - The Value Implications of REITing and DeREITing Journal of Real Estate Finance and Economics, 2023 (joint with David Ling, Alan Tidwell and Luqi Xu)
Full paper SSRN - “Price Predictability in Liquid Funds with Illiquid Underlying Assets” (with Bill Hughes, David Ling, and Luqi Xu), Forthcoming, Real Estate Economics
Full paper (forthcoming) SSRN