Select Publications
Journal articles
2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390, http://dx.doi.org/10.1111/jofi.13337
,2023, 'Reproducibility in Management Science', Management Science, http://dx.doi.org/10.1287/mnsc.2023.03556
,2023, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis, 58, pp. 677 - 677, http://dx.doi.org/10.1017/S0022109022000497
,2022, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, 57, pp. 2324 - 2324, http://dx.doi.org/10.1017/S0022109021000764
,2021, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, 56, http://dx.doi.org/10.1017/S002210902000071X
,2021, 'Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S.', PLoS ONE, 16, http://dx.doi.org/10.1371/journal.pone.0260726
,2021, 'COVID-19 restrictions and age-specific mental health—U.S. probability-based panel evidence', Translational Psychiatry, 11, http://dx.doi.org/10.1038/s41398-021-01537-x
,2021, 'Imagining a teaching utopia', Science, 374, pp. 31, http://dx.doi.org/10.1126/science.abm1361
,2021, 'Forging remote relationships', Science, 372, pp. 24 - 24, http://dx.doi.org/10.1126/science.abi4726
,2021, 'Defining events: 2020 in hindsight', Science, 371, pp. 22 - 24, http://dx.doi.org/10.1126/science.abg0904
,2021, 'Zoomdemic', SCIENCE, 371, pp. 24 - 24, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000706221200026&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2018, 'Cross-Sided Liquidity Externalities', Management Science, pp. 2473 - 2972, http://dx.doi.org/10.1287/mnsc.2016.2658
,2017, 'Foreign political connections', Journal of International Business Studies, 48, pp. 244 - 266, http://dx.doi.org/10.1057/s41267-016-0059-3
,2016, 'Flashes of Trading Intent at NASDAQ', Journal of Financial and Quantitative Analysis, 51, pp. 165 - 196, http://dx.doi.org/10.1017/S0022109016000028
,2015, 'Divided governments and futures prices', Journal of Econometrics, 187, pp. 622 - 633, http://dx.doi.org/10.1016/j.jeconom.2015.02.043
,2013, 'Economic valuation of liquidity timing', Journal of Banking and Finance, 37, pp. 5073 - 5087, http://dx.doi.org/10.1016/j.jbankfin.2013.09.010
,2010, 'Timing exchange rates using order flow: The case of the Loonie', Journal of Banking and Finance, 34, pp. 2917 - 2928, http://dx.doi.org/10.1016/j.jbankfin.2010.02.016
,2010, 'Exchange rate forecasting, order flow and macroeconomic information', Journal of International Economics, 80, pp. 72 - 88, http://dx.doi.org/10.1016/j.jinteco.2009.03.005
,2009, 'The feeble link between exchange rates and fundamentals: Can we blame the discount factor?', Journal of Money, Credit and Banking, 41, pp. 437 - 442, http://dx.doi.org/10.1111/j.1538-4616.2009.00212.x
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