“The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective” [PDF]
(with Dion Bongaerts, Richard Roll, Dominik M. Rösch and Darya Yuferova) – August 2014.
UCLA Anderson Working Paper No. 5-14.
Caltech Working Paper No. 1393.
“Do Firms Issue More Equity When Markets are More Liquid?” [PDF]
(with René M. Stulz and Dimitrios Vagias) – March 2014.
NBER Working Paper No. 19229.
“An Empirical Analysis of Co-Movements in High- and Low-Frequency Metrics for Financial Market Efficiency” [PDF]
(with Dominik M. Rösch and Avanidhar Subrahmanyam) – February 2014.
“The Social Costs of Financial Crises” [PDF] – June 2013.
“Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns” [PDF]
(with Kewei Hou) – July 2012.
“International Capital Flows and Liquidity” [PDF]
(with Dimitrios Vagias) – February 2012.
“The Impact of European Antitrust Policy: Evidence from the Stock Market” [PDF]
(with Andrea M. Günster)) – August 2012.
“Strategic Competition, Capital Structure, and Market Share” [PDF]
(with Abe de Jong and Thuy Thu Nguyen) – March 2008.
“Strategic Debt: Evidence from Bertrand and Cournot Competition” [PDF]
(with Abe de Jong and Thuy Thu Nguyen) – June 2007.