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Publications

• "A Kinematic Methodology to Optimize the Landing Trajectory for the Boeing 737 Jet Undergoing Total Loss of Thrust", Journal of Transportation Safety & Security, 9(1), 82-104, 2017 (with Dempsey, B., Richards, S.)
• " A Kinematic Approach to Segmented-Trajectory Generation for the Total Loss of Thrust Emergency", Aviation, 19(3), 139-148, 2015 (with Dempsey, B.)
• "Assessment of the Engines-out Flight Performance of a Commercial Jet", International Journal of Aviation Systems, Operations and Research, 1(2), 35-54, 2015 (with Dempsey, B.)

• "Corporate Payout Policy and CEO Compensation Structure", International Journal of Accounting and Financial Reporting, 8(2), 2018 (with Pan, L., Huang, S.)
• "Permanent Sales Increase and Investment", Journal of Empirical Finance, 34(December 2015), 15-33, 2015 (with Koveos, P., Yang, I.)

• "Sustainable Investing with ESG Rating Uncertainty", Journal of Financial Economics, 145(2), 642─664, 2022 (with Avramov, D., Lioui, A., Tarelli, A.)
• "Mutual Funds and Mispriced Stocks", Management Science, 66(6), 2372─2395, 2020 (with Avramov, D., Hameed, A.)
• "The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs", Review of Asset Pricing Studies, 9(2), 296─355, 2019 (with Massa, M., Zhang, H.)

• "PUBLISHED (European Journal of Finance) "How do Banking Analysts behave around Unanticipated News? Evidence from Operational Risk Event Announcements"", European Journal of Finance, 27(14), 1351-1391, 2021 (with Barakat (University of Nottingham), A., Gya (University of Nottingham), H., Amess (University of Nottingham), K.)
• "PUBLISHED (Journal of Monetary Economics, PREMIER) "Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies"", Journal of Monetary Economics, 117 (January 2021), 418-440, 2021 (with Ozdagli (Federal Reserve Bank, Boston), A., Wang (UC Berkeley), J.)
• "Operational IT Failures, IT Value-Destruction, and Board-Level IT Governance Changes", MIS Quarterly, 41(3), 729-762, 2017 (with Benaroch, M.)

• "Simple and cross efficiency of CTAs using data envelopment analysis", European Journal of Finance, 11(5), 393-409, 2005 (with Gregoriou, G., Rouah, F., Satchell, S.)
• "Commodity trading advisors’ leverage and reported margin-to-equity ratios", Journal of Futures Markets, 23(10), 1003-1017, 2003

• "Investing in Capabilities: Bidding in Strategic Factor Markets with Costly Information", Managerial and Decision Economics, 29, 227-239, 2008 (with Maritan, C.)
• "Financial Statement Audits, a Game of Chicken?", Journal of Business Ethics,, 1, 1-11, 2002 (with Coate, C., Kral, K.)
• "An Analysis of PAC Contributions and Legislator Quality", Atlantic Economic Journal, 27, 59-73, 1999

• "Do Firms Purposefully Change Capital Structure? Evidence from an Investment-Opportunity Shock to Drug Firms", Journal of Financial and Quantitative Analysis, 56(3), 2021 (with Golec, J., Lopez de Silanes, F.)
• "Derivatives Supply and Corporate Hedging: Evidence from the Safe Harbor Reform of 2005", Review of Financial Studies, Volume 33(Issue 11), Pages 5015–5050, 2020 (with Wang, Y.)
• "A View Inside Corporate Risk Management", Management Science, 65(11), 2019 (with Bodnar, G., Graham, J., Harvey, C.)

• "Public health and expert failure", Public Choice, 2022
• "Against Expertism", Review of Behavioral Economics, 8(3-4), 361-377, 2021
• "Expert failure and pandemics: On adapting to life with pandemics", Cosmos + Taxis, 9(5-6), 7-17, 2021 (with Murphy, J., Devereaux, A., Goodman, N.)

• "Applying an ontology-augmenting XBRL model to accounting information system for business integration", Asia-Pacific Journal of Accounting & Economics, 23, 23, 2016
• "Permanent Sales Increase and Investment", Journal of Empirical Finance, 34(December 2015), 15-33, 2015 (with Barkley, T., Yang, I.)
• "Developmental entrepreneurship as a research field", Journal of Developmental Entrepreneurship, 18(2), 2013

• "Increased Use of the Freedom of Information Act by the Media: What Took the Media So Long", Villanova Law Review, 63(5), 2018 (with Hammitt, H.)
• "“Huge Differences in the Number of Persons Sentenced by Individual Judges” ", Federal Sentencing Reporter, 27(5), 303-3011, 2015 (with Burnham, D., Munno, G.)
• "Tracking Litigation: Record Number of Freedom of Information Act Suits Filed", The IRE Journal(Fall 2014), 15-16, 2015

• "The Firestone Tire & Rubber Company and Liberia’s Civil War: Evaluating Firestone’s Intent to Operate in Chaos", Business & Professional Ethics Journal, 33 (2/3), 2014
• "Does Meat Consumption Follow a Kuznets Curve?", Sustainability: Science, Practice and Policy, 2013 (with Rivers, J.)
• "Foreign Direct Investment and Entrepreneurial Capture in Pre-Conflict Liberia", Journal of Small Business and Entrepreneurship, 24 (2), 2011

• "The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs", Journal of Real Estate Finance and Economics, 63, 40-81, 2021 (with Ghosh, C.)
• "Innovations in Financing: The Case of Anchor Investors in Indian IPOs", European Financial Management, 26, 1059-1106, 2020 (with Bhattacharya, A., Chakrabarti, B., Ghosh, C.)
• "Predictability of Real Estate Excess Returns: An Out-of-sample Economic Value Analysis", Journal of Real Estate Finance and Economics, 2020 (with Guidolin, M.)

• "Factors That Drive Restoration of Nekton Communities in Impaired Salt Marshes of Northeastern North America", Estuaries and Coasts, 38(4), 1304-1316, 2014
• "Impacts of plant invasions can be reversed through restoration: A regional meta-analysis of faunal communities", Biological Invasions, 15(8), 1725-1737, 2013
• "Integrating Scales of Seagrass Monitoring to Meet Conservation Needs", Estuaries and Coasts, 35(1), 23-46, 2012 (with Peterson, B., Pooler, P., )

• "What We Do and Do Not Know about Convertible Bond Financing", Journal of Corporate Finance, 2014
• "What We Do and Do Not Know about Convertible Bond Financing", Journal of Corporate Finance, 2014 (with Dutordoir, M., Lewis, C., Veld, C.)
• "Industry Conditions, Growth Opportunities and Convertible Debt Financing Decisions", ournal of Banking and Finance, 2003 (with Lewis, C., Rogalski, R.)

• "The Effects of the Global Financial Crisis on the Colombian Local Currency Bonds Prices: An Event Study", Journal of Economic Studies, 43(4), 624-645, 2016 (with Cayón-Fallon, E., Sarmiento-Sabogal, J.)
• "Inflation and bond-stock characteristics of international security returns", International Journal of Managerial Finance, 2(3), 241-251, 2006 (with Kim, M.)
• "The value of active portfolio management", Journal of Economics and Business, 56(4), 331-346, 2004

• "The Cash Effect in Stock Returns: Now You See It, Now You Don’t", Journal of Accounting and Finance, 16(8), 93-115, 2016 (with Cleary, S.)
• "An Institutional Trading, Momentum, and Idiosyncratic Volatility", Investment Management and Financial Innovations, 10(2), 55-63, 2013
• "Rethinking Idiosyncratic Volatility: Is It Really a Puzzle?", Frontiers in Finance and Economics, 10(1), 1-29, 2013

• "Business Development Companies: Venture Capital for Retail Investors", Business Lawyer, 76(1), 59-108, 2020
• "Mutual Funds that Borrow", Journal of Empirical Legal Studies, 16(4), 767-806, 2019 (with Simkovic)
• "Mutual Fund Capital Structure", Marquette Law Review, Vol. 100, Pages 1-64, 2017

• "The Economic Consequences of Perk Disclosure", Contemporary Accounting Research, 34, 2017 (with Grinstein, Y., Yehuda, N.)
• "Aggregate Jump and Volatility Risk in the Cross ‐ Section of Stock Returns", Journal of Finance, The, 2015 (with Cremers, M., Halling, M.)
• "Preference Heterogeneity and Asset Prices: An Exact Solution,", Journal of Banking & Finance, 34(9), 2238 ‐ 2246, 2011

• "The Cross Section of monetary policy announcement premium", Journal of Financial Economics, 143(1), 247-276, 2022 (with Ai, H., Pan, X., Han, J.)
• "Tail Risk Premia and Return Predictability ", Journal of Financial Economics, 118, 113-134, 2015 (with Bollerslev, T., Todorov, V.)
• "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence", Journal of Financial and Quantitative Analysis, 49(3), 633-661, 2014 (with Bollerslev, T., Marrone, J., Zhou, H.)