Published Papers

  1. Differences of Opinion and the Cross Section of Stock Returns, 2002, with Christopher Malloy and Anna Scherbina, Journal of Finance, 57, 2113-2141.
  2. Supply and Demand Shifts in the Shorting Market, 2007, with Lauren Cohen and Christopher Malloy, Journal of Finance, 62, 2061-2096.
    • Winner of Smith Breeden Prize for the Best Paper Published in the Journal of Finance in Asset Pricing (Distinguished Paper), 2007.
  3. Short-Sale Strategies and Return Predictability (previously titled, "Can Short-sellers Predict Returns? Daily Evidence"), 2009, with Kuan-Hui Lee and Ingrid M. Werner, Review of Financial Studies, 18, 1343-1368.
    • Winner of New York Stock Exchange Best Paper Award (Winter Research Conference on the Microstructure of International Financial Markets), 2006
  4. It's SHO Time! Short-sale Price Tests and Market Quality, 2009, with Kuan-Hui Lee and Ingrid M. Werner, Journal of Finance, 64 (1), 37-73.
  5. Shorting Demand and Predictability of Returns, 2009, with Lauren Cohen and Christopher Malloy Journal of Investment Management 7, no. 1, 36-52.
  6. Misvaluing Innovation, 2013, with Lauren Cohen and Christopher Malloy, Review of Financial Studies, 26, 635-66.
    • Runner-Up Winner of Whitebox Prize for Outstanding Contribution (Published the Year Prior) to the Art and Science of Investing, 2014.
  7. Legislating Stock Prices, 2013, with Lauren Cohen and Christopher Malloy, Journal of Financial Economics, 110, no. 3 (December 2013), 574–595.
    • Winner of Fama-DFA Prize for the Best Paper Published in the Journal of Financial Economics in Asset Pricing (Distinguished Paper), 2013.

Book Chapters

  1. Differences of Opinion and the Cross Section of Stock Returns, 2002, with Christopher Malloy and Anna Scherbina, The Psychology of World Equity Markets Vol. II, edited by Werner De Bondt, 2005, Edward Elgar Publishing, 108-139.

Working Papers

  1. Market Predators, 2014, with Lauren Cohen and Christopher Malloy.
  2. When Constraints Bind, 2011, with Ingrid M. Werner.
  3. Short Selling, Timing and Profitability, 2011.