- 'Bid-ask spreads, trading
networks and the pricing of
vs. Registered securitizations'
with Chester Spatt and Artem
Neklyudov, Review of Financial
- Disagreement, Speculation,
and Aggregate Investment,' with
Steven Baker and Emilio
Osambela, Journal of
Financial Economics, 2016.
- 'Arbitrage-free bond pricing with dynamic macroeconomic models,' with Michael Gallmeyer, Francisco Palomino, and Stanley Zin, Federal Reserve of St. Louis Review, 2007
- 'Dealer intermediation and price behavior in the aftermarket for new bond issues,' with Richard Green and Norman Schuerhoff, Journal of Financial Economics, 2007
- '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, 2004
- 'The Personal-Tax Advantages of Equity,' with Richard Green, Journal of Financial Economics, 2003
- 'An examination of uncovered interest parity in segmented commodity markets,' Burton Hollifield, and Raman Uppal, Journal of Finance, 1997.
- 'Managerial discretion and defensive measures,' Ronald Giammarino, Robert Heinkel, and Burton Hollifield, Journal of Finance, 1997.