Research

My research interests include hedge funds and market microstructure.

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.

Most of my research is available online at http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=596958

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 Note that these materials may not be for the latest version of the papers, and some information may be outdated.

  • 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, 2015 (joint with Vikas Agarwal and Yan Lu)
    Full paper   SSRN   Slides
  • Limited Attention, Marital Events, and Hedge Funds, Journal of Financial Economics, Forthcoming (joint with Yan Lu and Melvyn Teo)
    Full paper (Forthcoming)   SSRN   NPR Interview   Slides
  • Too Good to be True: An analysis of the options market’s reactions to earnings releases, conditionally accepted at the Journal of Business, Finance & Accounting (joint with Yan Lu)
    Full paper (Forthcoming)   SSRN   BP Video   Slides (zipped for file size reasons)