Academic journals
Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets
Review of Financial Studies, 28 (12): 3303-3337.
Attracting investor attention through advertising
Review of Financial Studies, 27 (6). pp. 1797-1829.
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.
