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Publications in Strategy

Transaction Costs and Predictability: Some Utility Cost Calculations

Journal of Financial Economics

English

Stocks Are Special Too: An Analysis of the Equity Lending Market

Journal of Financial Economics

English

Dating the Integration of World Equity Markets

Journal of Financial Economics

English

Does Financial Liberalization Spur Growth?

Journal of Financial Economics

English

How Are Stock Prices Affected by the Location of Trade?

Journal of Financial Economics

English

Underinvestment vs. Overinvestment: Evidence From Price Reactions to Pension Contributions☆

Journal of Financial Economics

English

A Consumption-Based Model of the Term Structure of Interest Rates☆

Journal of Financial Economics

English

Strategic Trading Behavior and Price Distortion in a Manipulated Market: Anatomy of a Squeeze

Journal of Financial Economics

English

Stochastic Skew in Currency Options☆

Journal of Financial Economics

English

The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value☆

Journal of Financial Economics

English