Institutional Ownership and Returns Predictability Across Economically Unrelated Stocks
with George Gao and Pamela Moulton, 2016. Forthcoming, Journal of Financial Intermediation
Investor Flows and Fragility in Corporate Bond Funds
with Goldstein, Itay and Hao Jiang, 2016. Forthcoming, Journal of Financial Economics.
How Important is Foreign Ownership in International Stock returns?
with Bartram, Sohnke, John Griffin, and Taehoon Lim, 2015. Review of Financial Studies
Predicting Stock Market Returns Using Aggregate Implied Cost of Capital
with Yan Li and Bhaskaran Swaminathan, 2015. Journal of Financial Economics
, v. 110, pp. 419-436.
Earnings Management and Listing Regulations in China
with Tao Li and Mi Luo, 2014. China Finance Review International
The Coming Wave
with Andrew Karolyi and Eswar Prasad, 2013. Finance and Development
, v. 50, pp. 55-70.
Behavioral Biases and Mutual Fund Clienteles
with Warren Bailey and Alok Kumar, 2011. Lead article in Journal of Financial Economics
, v. 102, pp. 1-27.
A Tale of Two Yield Curves: Modeling the Joint Term Structure of US and Euro Interest Rates
with Alexei Egorov and Haitao Li, 2011. Journal of Econometrics
, v. 162, pp. 55-70.
Is Unlevered Firm Volatility Asymmetric?
with Hazem Daouk, 2011. Journal of Empirical Finance
, v. 18, pp. 634-651.
Warranted Muliples and Stock Returns
with Jiyoun An and Sanjeev Bhojraj, 2010. Journal of Accounting, Auditing and Finance
, v. 25, pp. 143.
Testing International Asset Pricing Using Implied Cost of Capital
with Charles Lee and Bhaskaran Swaminathan, 2009. Journal of Financial and Quantitative Analysis
, v. 44, pp. 307-335.
Corruption and International Valuation: Does Virtue Pay?
with Charles Lee, 2009. Journal of Investment
Foreign Investments of US Individual Investors: Causes and Consequences
with Warren Bailey and Alok Kumar, 2008. Management Science
, w. 54, pp. 443-459.
Capital Market Governance: How Do Securities Laws Affect Market Performance?
with Hazem Daouk and Charles Lee, 2006. Journal of Corporate Finance
, v. 12, pp. 560-593.
The Impact of Corruption on Financial Market
, David Ng, 2006. Managerial Finance
, v. 32, pp. 822-836.
The Soverign Ceiling and Emerging Market Corporate Bond Spreads
with Erik Durbin, 2005. Journal of International Money and Finance
, v. 24, pp. 631-649.
The International CAPM When Expected Returns Are Time-Varying
, 2004. Journal of International Money and Finance
, v. 23, pp. 189-230.
Does Corruption Increase Emerging Market Cond Spreads?
, with Francisco Ciocchini and Erik Durbin, 2003. Journal of Economics and Business
, v. 55, pp. 503-528.
An International Dynamic Asset Pricing Model
, with Robert Hodrick and Paul Sengmueller, 1999. International Tax and Public Finance
, v. 6, pp. 597-620.