Research

Description: W:\ball.gifVita

Publications

Description: W:\ball.gifAnticipating 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.

 

Description: W:\ball.gifAggregate Short Selling, Commonality, and Stock Market Returns (with Andrew Lynch, Biljana Nikolic, and Han Yu), Forthcoming in Journal of Financial Markets.

 

Description: W:\ball.gifAre Short Sellers Informed? Evidence from REITs (with Dan French and Andrew Lynch) Financial Review 47, 2012, 145-170.

 

Description: W:\ball.gif 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.

Description: W:\ball.gifThe Interim Trading Skills of Institutional Investors (with Andy Puckett), Journal of Finance 66, 2011, 601-633.

Description: W:\ball.gifThe Predictive Content of Aggregate Analyst Recommendations (with John Howe and Emre Unlu), Journal of Accounting Research 47, 2009, 799-821.

Description: W:\ball.gifBlock Ownership, Trading Activity, and Market Liquidity (with Paul Brockman and Dennis Chung), Journal of Financial and Quantitative Analysis 44, 2009, 1403-1426.

Description: W:\ball.gifAgency Costs, Governance, and Organizational Forms: Evidence from the Mutual Fund Industry (with Steve Ferris), Journal of Banking and Finance 33, 2009, 619-626.

Description: W:\ball.gifInstitutional Investors and Equity Returns: Are Short-term Institutions Better Informed? (with Zhe Zhang), Review of Financial Studies 22, 2009, 893-924.

Description: W:\ball.gifBlock Ownership and Firm-Specific Information, (with Paul Brockman), Journal of Banking and Finance 33, 2009, 308-316.

Description: W:\ball.gifLiquidity, Investment Style, and the Relation Between Fund Size and Fund Performance, Journal of Financial and Quantitative Analysis 43, 2008, 741-768.

Description: W:\ball.gifPrice Momentum and Idiosyncratic Volatility (with Matteo Arena and Stephen Haggard), Financial Review 43, 2008, 159-190.

Description: W:\ball.gifSecurity Concentration and Fund Management: Do Focused Funds Offer Superior Performance? (with Travis Sapp), Financial Review 43, 2008, 27-49.

Description: W:\ball.gifDo 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.

Description: W:\ball.gifAgency Conflicts in Delegated Portfolio Management: Evidence from Namesake Mutual Funds (with Steve Ferris), Journal of Financial Research 30, 2007, 473-494.

Description: W:\ball.gifThe Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence, Financial Management 67 (2), 2006, 67-91.

Description: W:\ball.gifDoes Idiosyncratic Risk Really Matter? (with Turan Bali, Nusret Cakici, and Zhe Zhang), Journal of Finance 60, 2005, 905-929.

Description: W:\ball.gifThe Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms (with Travis Sapp), Journal of Financial Research 26, 2003, 225-242.

Description: W:\ball.gifValuation of Commodity Derivatives in a New Multi-factor Model, Review of Derivatives Research 5, 2002, 251-271.

Description: W:\ball.gifDivergence 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.