Publications:

Good times or bad times? Investors’ uncertainty and stock returns

Review of Financial Studies, (forthcoming)

  • Winner of SQA Award at the Western Finance Association Meetings, 2004.
  • Winner of FMA Competitive Award in the area of investments at the Financial Management Association Meetings, 2004.

Working papers:

“Investor visibility events: Cross-country evidence”, with Ron Kaniel and  Laura Starks, 2009

Under third-round review at the Journal of Financial Economics

Do foreigners facilitate information transmission?with Kee-Hong Bae and Hongping Tan, 2009

Under review for second round re-submission to the Journal of Financial Economics

“Know thy neigbor: Industry clusters, information spillovers and market efficiency” with Joey Engelberg and Sean Wang, 2009 (NEW! Coming soon)

“Informed trading, return synchronicity and equilibrium asset pricing”, 2007

 “The Cross-section of liquidity dynamics: Evidence from around the World”, 2007

  • Awarded an INQUIRE Europe Research Grant