'Demand Discovery and Asset Pricing,' with Mike Gallmeyer and Duane
Seppi,Winner, NYSE Equity Trading Award for best paper on equity trading,
2005 Western Finance Association Meetings
'Financial Leverage Does Not Cause the Leverage Effect,' with Cevdet
Aydemir and Mike Gallmeyer
'An Examination of Heterogeneous Beliefs with a Short-Sale Constraint,'
with Mike Gallmeyer, Winner, Barclay's Best Paper Award, European Finance
Association Meetings
Recent Publications
'Arbitrage-free bond pricing with dynamic macroeconomic models,'
withMichael Gallmeyer, Francisco Palomino, and Stanley Zin, Federsal Reserve of
St. Louis Review, 2007
'Dealer intermediation and price behaviour in the aftermarket for new bond
issues,' with Richard Green and Norman Schuerhoff, Journal of Financial
Economics, forthcoming
'Financial intermediation and the costs of trading in a opaque market,' with
Richard Green and Norman Schuerfhoff, Review of Financial Studies, 2007
'Estimating the Gains from Trade in Limit Order Markets,' with Robert
Miller, Patrik Sandas and Joshua Slive, Journal of Finance, 2006
'Taylor Rules, McCallum Rules and the Term Structure of Interest Rates,'
with Michael Gallmeyer and Stanley Zin, Journal of Monetary Economics, Summer,
2005
'Empirical Analysis of Limit Order Markets,' with Robert Miller and Patrik
Sandas, Review of Economic Studies, Fall, 2004
'The Personal-Tax Advantages of Equity,' with Richard Green, Journal of
Financial Economics, 2003