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PUBLICATIONS: Major Journal Articles

Automated versus Floor Trading: An analysis of execution costs on the Paris and New York Exchanges, Journal of Finance 2001, Vol. 56, No. 4, pg. 1445-1885.

The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry, Journal of Financial and Quantitative Analysis, 2004, Vol. 39, No. 2, pg. 209-225. (Lead Article) (with Venkat Eleswarapu and Rex Thompson)

Does an Electronic Stock Exchange need an Upstairs Market?, Journal of Financial Economics, 2004, Vol. 73, pg. 3-36. (Lead Article) (with Hank Bessembinder).

Do Short Sellers target firms with poor Earnings Quality? Evidence from Earnings Restatements, Review of Accounting Studies, 2006, Vol. 11, pg. 71-90. (with Hemang Desai and Srini Krishnamurthy).

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis, Review of Financial Studies, 2006, Vol. 19, No. 3, pg. 1081-1111.(with Venkat Eleswarapu).

Market Transparency, Liquidity Externalities and Institutional Trading Costs in Corporate Bonds, Journal of Financial Economics, 2006, Vol. 82, 251-288. (Lead Article) (with Hank Bessembinder and Bill Maxwell).

The Value of the Designated Market Maker, Journal of Financial and Quantitative Analysis, 2007, Vol. 42, No.3, pp. 735-758. (with Andy Waisburd).

Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets, Journal of Financial Economics, 2009, Volume 94, 361-383. (with Hank Bessembinder and Marios Panayides).

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost, Review of Financial Studies, 2012, Vol. 2 (25), 557-598. (with Amber Anand, Paul Irvine and Andy Puckett).

Should Earnings Quality affect Information Asymmetry: Evidence from Trading Costs, Contemporary Accounting Review, 2013, Vol. 30 (2), 482-516. (with Neil Bhattacharya and Hemang Desai).

Institutional Trading and Stock Resiliency: Evidence from the 2007-09 financial crisis. Journal of Financial Economics, 2013, Vol. 108, 773-797. (with Amber Anand, Paul Irvine and Andy Puckett).



Bid-Ask Spreads: Measuring Trade Execution Costs in Financial Markets, in Encyclopedia of Quantitative Finance, edited by Rama Cont, John Wiley & Sons, forthcoming, 2010 (with Hank Bessembinder).

Evidence-based Regulatory Policy Making for Financial Markets:  A Panel Discussion of a Proposed Framework for Assessing Market Quality. A Guide to Global Liquidity, Volume 3, 24-44, 2011.  (with Frederick Harris, Michael Aitken, Alfred Berkeley and James Overdahl).




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