Anticipating the 2007-2008 Financial Crisis: Who Knew What and When Did They Know It? (with Paul Brockman and Biljana Nikolic), Forthcoming in Journal of Financial and Quantitative Analysis.
Aggregate Short Selling, Commonality, and Stock Market Returns (with Andrew Lynch, Biljana Nikolic, and Han Yu), Forthcoming in Journal of Financial Markets.
Are Short Sellers Informed? Evidence from REITs (with Dan French and Andrew Lynch) Financial Review 47, 2012, 145-170.
The Performance of Investment Bank Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage? (with Grace Hao), Journal of Financial and Quantitative Analysis 47, 2012, 537-565.
The Interim Trading Skills of Institutional Investors (with Andy Puckett), Journal of Finance 66, 2011, 601-633.
The Predictive Content of Aggregate Analyst Recommendations (with John Howe and Emre Unlu), Journal of Accounting Research 47, 2009, 799-821.
Block Ownership, Trading Activity, and Market Liquidity (with Paul Brockman and Dennis Chung), Journal of Financial and Quantitative Analysis 44, 2009, 1403-1426.
Agency Costs, Governance, and Organizational Forms: Evidence from the Mutual Fund Industry (with Steve Ferris), Journal of Banking and Finance 33, 2009, 619-626.
Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed? (with Zhe Zhang), Review of Financial Studies 22, 2009, 893-924.
Block Ownership and Firm-Specific Information, (with Paul Brockman), Journal of Banking and Finance 33, 2009, 308-316.
Liquidity, Investment Style, and the Relation Between Fund Size and Fund Performance, Journal of Financial and Quantitative Analysis 43, 2008, 741-768.
Price Momentum and Idiosyncratic Volatility (with Matteo Arena and Stephen Haggard), Financial Review 43, 2008, 159-190.
Security Concentration and Fund Management: Do Focused Funds Offer Superior Performance? (with Travis Sapp), Financial Review 43, 2008, 27-49.
Do Independent Directors and Chairmen Matter? The Role of Boards of Directors in Mutual Fund Governance (with Steve Ferris), Journal of Corporate Finance 13, 2007, 392-420.
Agency Conflicts in Delegated Portfolio Management: Evidence from Namesake Mutual Funds (with Steve Ferris), Journal of Financial Research 30, 2007, 473-494.
The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence, Financial Management 67 (2), 2006, 67-91.
Does Idiosyncratic Risk Really Matter? (with Turan Bali, Nusret Cakici, and Zhe Zhang), Journal of Finance 60, 2005, 905-929.
The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms (with Travis Sapp), Journal of Financial Research 26, 2003, 225-242.
Valuation of Commodity Derivatives in a New Multi-factor Model, Review of Derivatives Research 5, 2002, 251-271.
Divergence of Opinion, Uncertainty and the Quality of Initial Public Offerings (with Todd Houge, Tim Loughran and Gerry Suchanek), Financial Management 30 (4), 2001, 5-23.
Short-term Institutional Herding and Its Impact on Stock Prices (with Andy Puckett)
Do Affine Models Adequately Represent the International Asset Price Dynamics? Presented at WFA 2001. Permanent Working Paper.