· Modern Asset Pricing and Project Evaluation in the Energy Industry, Journal of Energy Literature (2000), vol. 6, pp. 3-46 (with David Laughton and Michael Samis).
· Firm Specific Attributes and the Cross-Section of Momentum, Journal of Financial Economics (2007), 84, 389-434 (with Mark S. Seasholes).
Ψ Winner of the Best Paper award at the 2006 Utah Winter Finance Conference
· Predicting Risk from Financial Reports with Regression, in Proceedings of Human Language Technologies: The 2009 Annual Conference of the North American Chapter of the Association for Computational Linguistics, pp. 272280, Boulder, Colorado. Association for Computational Linguistics. (with Shimon Kogan, Dimitry Levin, Bryan Routledge, and Noah Smith).
· Managed Distribution Policies in Closed-End Funds and Shareholder Activism, Journal of Financial and Quantitative Analysis (2014), 49, 1311-1337 (with Martin Cherkes and Jay Wang).
· Estimating Oil Risk Factors Using Information from Equity and Futures Markets, Journal of Finance (2015),70, 769-804 (with Ethan Chiang and Keener Hughen).
· Do Fund Managers Make Informed Asset Allocation Decisions?, mimeo (with Bradyn Breon-Drish)
Ψ Winner of the Best Paper award at the 2017 Utah Winter Finance Conference (video presentation available here)
· What is an Endogenous State Space? , Economic Theory (2006), vol. 27, pp. 305-320.
· Event Exchangeability: Probabilistic Sophistication without Continuity or Monotonicity, Econometrica (2006), vol. 74, pp. 771-786 (with Chew, Soo Hong)
· Anchored Preference Relations, Journal of Economic Theory (2006), vol. 130, pp. 283-295
· Inter-temporal Preference for Flexibility and Risky Choice, Journal of Mathematical Economics (2006), vol. 42, pp. 698-709 (with Alan Kraus)
· Small worlds: modeling attitudes toward sources of uncertainty, Journal of Economic Theory (2008), vol 139, pp. 124, (with Chew, Soo Hong)
o Internet Appendix (Full description of the experiment)
Last updated May 30, 2017