Papers

Published or Forthcoming

• Portfolio Disclosures and Year-End Price Shifts
  Journal of Finance 52(4), September 1997, 1563-1588

• Investment Decisions Depend on Portfolio Disclosures
  Journal of Finance 54(3), June 1999, 935-952

• Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds (joint with Mark Carhart, Ron Kaniel and Adam V. Reed)
  Journal of Finance 57(2), April 2002, 661-693

• Demand Curves and the Pricing of Money Mangement (joint with Susan E. K. Christoffersen)
  Review of Financial Studies 15(5), Winter 2002, 1499-1524.

• Mutual Fund Survivorship (joint with Mark Carhart, Jennifer Carpenter and Anthony W. Lynch)
  Review of Financial Studies 15(5), Winter 2002, 1439-1463.

• Stocks are Special Too: An Analysis of the Equity Lending Market (joint with Chris Geczy and Adam V. Reed)
  Journal of Financial Economics 66(2-3), November/December 2002, 241-269.

• What Happens when Information Leaves a Market? Evidence from Post-Bankruptcy Consumers
  Journal of Business, 77(4), October 2004, 725-748.

• How Investors Interpret Past Fund Returns (joint with Anthony W. Lynch)
  Journal of Finance 58(5), October 2003, 2033-2058.

• Trading and Voting (joint with Bilge Yilmaz)
  Journal of Political Economy 111(5), October 2003, 990-1003.

• Fund Families as Delegated Monitors of Money Managers (joint with Simon Gervais and Anthony W. Lynch)
  Review of Financial Studies 18(4), Fall 2005, 1139-1169.

• Cross-Border Taxation and the Preferences of Taxable and Non-Taxable Investors: Evidence from Canada (joint with Susan E. K. Christoffersen, Chris Geczy and Adam V. Reed)
  Journal of Financial Economics 78(1), October 2005, 121-144.

• A Portfolio View of Consumer Credit (joint with Nick Souleles)
  Journal of Monetary Economics 53(1), January 2006, 59-84.

• Failure is an Option: Impediments to Short Selling and Option Prices (joint with Rich Evans, Chris Geczy and Adam V. Reed)
  Review of Financial Studies, forthcoming

• Vote Trading and Information Aggregation (joint with Susan E. K. Christoffersen , Chris Geczy and Adam V. Reed)
  Journal of Finance, forthcoming

  Working Papers

  
  

• Predatory Lending in a Rational World (joint with Philip Bond and Bilge Yilmaz)
  This version: 21 Nov 2005

• Valuable Information and Costly Liquidity:Evidence from Individual Mutual Fund Trades(joint withSusan Christoffersen and Don Keim)
  This version 20 November 2006