Value of information in competitive economies with incomplete markets
International Economic Review, 55(1), 57-81.
Academic journals
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Review of Financial Studies, 26 (12). pp. 3104-3141.
Anticipated and repeated shocks in liquid markets
Review of Financial Studies, 26 (8). pp. 1891-1912.
Trading frenzies and their impact on real investment
Journal of Financial Economics, 109 (2). pp. 566-582.
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt
Review of Financial Studies, 26 (8). pp. 1914-1961.
An institutional theory of momentum and reversal
Review of Financial Studies, 26 (5). pp. 1087-1145.
A flow-based explanation for return predictability
Review of Financial Studies, 25 (12). pp. 3457-3489.
Dynamic hedging in incomplete markets: a simple solution
Review of Financial Studies, 25 (6). pp. 1845-1896.
Liquidity and asset returns under asymmetric information and imperfect competition
Review of Financial Studies, 25 (5). pp. 1339-1365.
Institutional trade persistence and long-term equity returns
The Journal of Finance, 66 (2). pp. 635-653.
