< WORKING PAPERS >

TOPICS:     INFORMATION & PRICES / FINANCIAL CRISES & CONTAGION / FOREIGN EXCHANGE ISSUES  

INFORMATION & PRICES:


Government Intervention and Strategic Trading in the U.S. Treasury market  (2011)
With Clara Vega.
NEW PAPER!
PDF version


Prospect Theory and Market Liquidity (2011)
NEW VERSION!
PDF version


Strategic Cross-Trading in the U.S. Stock Market (2011)
With Clara Vega.
PDF version


FINANCIAL CRISES & CONTAGION:


Financial Market Dislocations (2011)
NEW PAPER!
PDF version


On the Price Comovement of U.S. Residential Real Estate Markets (2009)
With Jarl Kallberg and Crocker Liu.
PDF version


FOREIGN EXCHANGE ISSUES:


Is There Timing Ability in Currency Markets? Evidence from ADR Issuances (2010)
With Qiaoqiao Zhu.
PDF version
 
You can read more about this paper on the Ross Thought in Action 
 


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