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Publications in Finance

Risk and the Cross Section of Stock Returns

Journal of Financial Economics

English

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

English

Empirical Tests of Asset Pricing Models With Individual Assets: Resolving the Errors-In-Variables Bias in Risk Premium Estimation

Journal of Financial Economics

English

Do Jumps Contribute to the Dynamics of the Equity Premium?

Journal of Financial Economics

English

Are There Too Many Safe Securities? Securitization and the Incentives for Information Production

Journal of Financial Economics

English

Patent Collateral, Investor Commitment, and the Market for Venture Lending

Journal of Financial Economics

English

The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

Journal of Financial Economics

English

Recent Trends in Trading Activity and Market Quality

Journal of Financial Economics

English

Why Does Junior Put All His Eggs in One Basket? A Potential Rational Explanation for Holding Concentrated Portfolios

Journal of Financial Economics

English

Are Early Stage Investors Biased Against Women?

Journal of Financial Economics

English