Investor Overconfidence, Firm Valuation, and Corporate Decisions, (with Biljana Nikolic), Forthcoming in Management Science.
Fundamental Analysis and the Cross-section of Stock Returns: A Data-mining Approach, (with Lingling Zheng), Review of Financial Studies 30, 2017, 1382-1423.
Momentum, Reversal, and Fund Manager Overconfidence, (with Biljana Nikolic), Financial Management 45, 2016, 609-639.
Anticipating the 2007-2008 Financial Crisis: Who Knew What and When Did They Know It? (with Paul Brockman and Biljana Nikolic), Journal of Financial and Quantitative Analysis 50, 2015, 647-669.
Institutions and the Turn-of-the-Year Effect? Evidence from Actual Institutional Trades (with Andrew Lynch and Andy Puckett), Journal of Banking and Finance 49, 2014, 56-68.
Aggregate Short Selling, Commonality, and Stock Market Returns (with Andrew Lynch, Biljana Nikolic, and Han Yu), Journal of Financial Markets 17, 2014, 199-229.
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.
Are Short Sellers Informed? Evidence from REITs (with Dan French and Andrew Lynch), Financial Review 47, 2012, 145-170.
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.