< WORKING PAPERS >

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

INFORMATION & PRICES:


Prospect Theory and Market Liquidity 
Current version: May 2008 -- NEW PAPER --
PDF version


FINANCIAL CRISES & CONTAGION:


Is There Excess Comovement in the U.S. Real Estate
Markets?
Current version: January 2008 -- NEW PAPER -- 
With Jarl Kallberg (Arizona State) and Crocker Liu (Arizona State).
PDF version


FOREIGN EXCHANGE ISSUES:


Is There Timing Ability in Currency Markets? Evidence from ADR Issuances
With Kathy Yuan (Michigan) and Qiaoqiao Zhu (Michigan).
Current version: June 2006
PDF version
 


Central Bank Intervention and the Intraday Process of Price Formation
in the Currency Markets
Current version: December 2006
PDF version
 



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