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Publications

• "Institutional Order Handling and Broker-Affiliated Trading Venues", Review of Financial Studies, 34(7), 3364–3402, 2021 (with Samadi, M., Sokobin, J., Venkataraman, K.)
• "Mutual Fund Trading Style and Bond Market Fragility", Review of Financial Studies, 34(6), 2993-3044, 2021 (with Jotikasthira, C., Venkataraman, K.)
• "Market Conditions, Obligations and the Economics of Market Making", Journal of Financial Economics, 121(2), 327-349, 2016 (with Venkataraman, K.)

• "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.)
• "Is “Green Dot” Always the Optimum Engines-out Glide Speed on the Airbus ", Journal of Aviation/Aerospace Education and Research, 24(3), 33-63, 2015 (with Dempsey, B.)
• " A Kinematic Approach to Segmented-Trajectory Generation for the Total Loss of Thrust Emergency", Aviation, 19(3), 139-148, 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.)

• "Liquidity, Style Investing and Excess Comovement of Exchange-Traded Fund Returns", Journal of Financial Markets, 30, 27–53, 2016

• "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

• "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
• "Scheall on the Epistemic Limits of Policy", Cosmos + Taxis, 9(3-4), 23-34, 2021
• "Against Expertism", Review of Behavioral Economics, 8(3-4), 361-377, 2021

• "Outward FDI and Entrepreneurship: The Case of China", , 15, 2020 (with Shen, L., Zhu, X., Wen, F., Lao, J.)
• "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.)

• "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.)
• "Tracking Litigation: Record Number of Freedom of Information Act Suits Filed", The IRE Journal(Fall 2014), 15-16, 2015
• "“Huge Differences in the Number of Persons Sentenced by Individual Judges” ", Federal Sentencing Reporter, 27(5), 303-3011, 2015 (with Burnham, D., Munno, G.)

• "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.)
• "The Impact of Like-kind Exchanges on Investment, Leverage and Liquidity", Journal of Real Estate Literature, 1(28), 205-237, 2020 (with Ling, D.)

• "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

• "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

• "Seemingly unrelated reduced-rank regression model", Journal of Statistical Planning and Inference, 138(9), 2837-2846, 2008 (with Richards, J.)
• "Theodore Wilbur Anderson, Jr.", Journal of Statistical Planning and Inference, 138(9), 2593-2594, 2008 (with Lai, T., Olkin, I.)
• "Partially reduced-rank multivariate regression models", Statistica Sinica, 16(3), 899-917, 2006 (with Reinsel, G.)

• "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 671-756 (86 pages), 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.)
• "Deviations from put-call parity and stock return predictability", Journal of Financial and Quantitative Analysis, 45(2), 335-367, 2010 (with Cremers, M.)

• "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 and Cash Flow Predictability: The Role of Volatility Risk", Journal of Econometrics, 187(2), 458-471, 2014 (with Bollerslev, T., Zhou, H.)