Tepper School of Business
  Carnegie Mellon University


  Working Papers:
  • Defining bad news: Changes in return distribution that decrease risky asset demand, with Alan Kraus, August, 2007

  • Financial leverage and the leverage effect: A market and firm analysis, with A Cevdet Aydemir and Michael Gallmeyer

  • Demand Discovery and Asset Pricing July, 2006, with Michael Gallmeyer and Duane Seppi. Winner, New York Stock Exchange Award for best paper on Equity Trading, Western Finance Association Meetings, 2005.