Academic journals
Walrasian foundations for equilibria in segmented markets
Mathematics and Financial Economics, Volume 8, pages 249–264.
Value of information in competitive economies with incomplete markets
International Economic Review, 55(1), 57-81.
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.