"On
the scope and drivers of the asset growth effect"
with Marc Lipson and Sandra Mortal,
Journal of Financial and Quantitative Analysis, Forthcoming.
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"Do firms believe in
interest-rate parity?"
with Matt McBrady and
Sandra Mortal, Review of Finance, Forthcoming.
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“The
asset effect in stock returns,”
with
Michael Cooper and Huseyin Gulen, Journal of Investment
Management, Forthcoming.
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“Are there permanent valuation gains
to
overseas listings? ”
with Sergei Sarkissian, The Review of Financial
Studies, 22 (January 2009), 371-412.
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“Asset growth and the
cross-section of stock returns,”
with
Michael Cooper and Huseyin Gulen, Journal of Finance, 63
(August 2008), 1609-1651.
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“Foreign currency
denominated borrowing in the absence of operating incentives”
with Matt McBrady, Journal of Financial
Economics, 86, 145-177.
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“Asset pricing when returns are nonnormal: Fama-French factors vs.
higher order systematic co-moments,”
with Herb Johnson and Peter
Chung, Journal of Business 79, 923-940.
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“The overseas listing decision:
new evidence of proximity
preference,” with Sergei Sarkissian, The Review of Financial Studies
17, Fall 2004, 769-809.
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“Sailing in rough water: market volatility and corporate finance,”
Journal of Corporate Finance
10,
November 2004, 659-682. Download
“The illusory nature of momentum
profits,”
with David Lesmond and Chunsheng Zhou, Journal of Financial Economics
71, February 2004, 349-380. Download
“Pricing an emerging industry:
evidence from Internet subsidiary
carve-outs,” with Chunsheng Zhou, Financial
Management 30, Autumn 2001, 5-34.
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“Conditional market timing with benchmark investors,”
with Connie
Becker, Wayne Ferson, and David H. Myers, Journal of Financial Economics
52, April 1999, 119-148. Download
“Current state and prospects of European
equity trading in the European
Community,” with Gabriel Hawawini, The Journal of International Securities Markets,
6, Winter 1992, 325-340. Download