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Publications in Finance

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1998English

Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1996English

The Evolution of Corporate Ownership After IPO: The Impact of Investor Protection

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2009English

Closed-End Country Funds and U.S. Market Sentiment

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1995English

Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2006English

An Intertemporal Equilibrium Beta Pricing Model

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1989English

Exchange Rates, Equity Prices, and Capital Flows

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2005English

Do Termination Provisions Truncate the Takeover Bidding Process?

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2006English

Asymmetric Information and the Medium of Exchange in Takeovers: Theory and Tests

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1990English

Labor Income and Predictable Stock Returns

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2005English

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