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Publications in Accounting

Portfolio Performance Measurement: Theory and Applications

Review of Financial Studies

English

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Review of Financial Studies

English

Bondholder Losses in Leveraged Buyouts

Review of Financial Studies

English

Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation

Review of Financial Studies

English

Informed and Strategic Order Flow in the Bond Markets

Review of Financial Studies

English

A Trade-Based Analysis of Momentum

Review of Financial Studies

English

Simple Binomial Processes as Diffusion Approximations in Financial Models

Review of Financial Studies

English

Beauty Contests and Iterated Expectations in Asset Markets

Review of Financial Studies

English

International Capital Markets and Foreign Exchange Risk

Review of Financial Studies

English

The Mispricing of U.S. Treasury Bonds: A Case Study

Review of Financial Studies

English