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Publications in Accounting

Limited Arbitrage in Mergers and Acquisitions

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2002English

The Probability and Magnitude of Information Events

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2008English

The Basis Risk of Catastrophic-Loss Index Securities

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2004English

SV Mixture Models With Application to S&P 500 Index Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2007English

Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2002English

Cross-Sectional Forecasts of the Equity Premium☆

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2006English

Risk Sharing, Finance, and Institutions in International Portfolios

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2009English

Appearing and Disappearing Dividends: The Link to Catering Incentives

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2004English

Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2008English

Do Banks Price Their Informational Monopoly?

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2009English

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