Review of Finance

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  Publication Venue For

  • Loan Officer Incentives, Internal Rating Models, and Default Rates.  24:529-578. 2020
  • Linear approximations and tests of conditional pricing models.  22:455-489. 2018
  • Equity issues and return volatility.  17:767-808. 2013
  • Access to liquidity and corporate investment in Europe during the financial crisis.  16:323-346. 2012
  • Volatility in equilibrium: Asymmetries and dynamic dependencies.  16:31-80. 2012
  • Security design in initial public offerings.  15:327-357. 2011
  • The limits of the limits of arbitrage.  14:157-187. 2010
  • When it cannot get better or worse: The asymmetric impact of good and bad news on bond returns in expansions and recessions.  14:119-155. 2010
  • Resolving macroeconomic uncertainty in stock and bond markets.  13:1-45. 2009
  • The positive effects of biased self-perceptions in firms.  11:453-496. 2007