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Publications in Econometrics

Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities?

Review of Financial Studies

English

Tax Rates and Corporate Decision-Making

Review of Financial Studies

English

Short Arbitrage, Return Asymmetry, and the Accrual Anomaly

Review of Financial Studies

English

Asset-Backed Securities: Costs and Benefits of “Bankruptcy Remoteness”

Review of Financial Studies

English

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs

Review of Financial Studies

English

Regression Discontinuity and the Price Effects of Stock Market Indexing

Review of Financial Studies

English

Generalized Transform Analysis of Affine Processes and Applications in Finance

Review of Financial Studies

English

The Dynamics of Market Efficiency

Review of Financial Studies

English

Are Stocks Riskier Over the Long Run? Taking Cues From Economic Theory

Review of Financial Studies

English

Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps

Review of Financial Studies

English