< WORKING PAPERS >

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

INFORMATION & PRICES:


Strategic Cross-Trading in the U.S. Stock Market 
Current version: June 2009
With Clara Vega (Board of Governors)
Revise and Resubmit, Journal of Financial Economics.
PDF version


Prospect Theory and Market Liquidity 
Current version: May 2009
Revise and Resubmit, Journal of Finance.
PDF version


FINANCIAL CRISES & CONTAGION:


On the Price Comovement of U.S. Residential Real Estate Markets
Current version: June 2009 -- NEW PAPER -- 
With Jarl Kallberg (Arizona State) and Crocker Liu (Cornell).
PDF version


FOREIGN EXCHANGE ISSUES:


Central Bank Intervention and the Intraday Process of Price Formation
in the Currency Markets
Current version: July 2009
Second Round, Journal of International Money and Finance.
PDF version
 


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


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