Working Papers

Short-Sale Strategies and Return Predictability, with Karl B. Diether and Kuan-Hui Lee, forthcoming in The Review of Financial Studies, 2007. (Previously, Can Short-sellers Predict Returns? Daily Evidence, with Karl B. Diether and Kuan-Hui Lee, January 25, 2007.)

It’s SHO Time! Short-sale Price-tests and Market Quality, with Karl B. Diether and Kuan-Hui Lee, forthcoming in The Journal of Finance, 2007.

The Changing Nature of Chapter 11, with Sreedhar Bharath, Venkatesh Panchapagesan, October, 2007.

Off but Not Gone: A Study of Nasdaq Delistings, with Jeffrey Harris, and Venkatesh Panchapagesan, May 2006.

Execution Quality for Institutional Orders Routed to Nasdaq Dealers Before and After Decimals, Dice Center Working Paper No. 2003-25, October, 2003. (Revision of: Institutional Trading Costs on Nasdaq: Have They Been Decimated? Nasdaq Working Paper no. 2002-1.)

A Double Auction Model of Interdealer Trading, Graduate School of Business, Stanford University, Research Paper No. 1454, 1997.

Effects of Geography and Stock-Market Structure: A Comparison of Cross-Listed Securities, with Allan W. Kleidon, Graduate School of Business, Stanford University, Research Paper No. 1348, 1995.