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Publications:
“Good times or bad times? Investors’ uncertainty and stock returns
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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
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