Select Publications

Working Papers

Ruf T; Chuprinin O, 2017, Inferring Mutual Fund Quality at Inception, http://dx.doi.org

Ruf T; Chuprinin O, 2017, Let The Bear Beware: What Drives Stock Recalls, http://dx.doi.org

Ruf T; Goldstein MA; Foley S; Chen H, 2016, The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets, http://dx.doi.org10.2139/ssrn.2860359,

Ruf T, 2015, Liquidation Risk and the Skewness Risk Premium in Options Markets, http://dx.doi.org

Ruf T; Levi MD, 2012, Arbitrage in Unfamiliar Places: The International Residential Real Estate Market, http://dx.doi.org10.2139/ssrn.2022572,

Ruf T, 2011, The Dynamics of Overpricing in Structured Products, http://dx.doi.org10.2139/ssrn.1787216,

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