Working Papers

SSRN: http://ssrn.com/author=92591

“Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns”
(with Kewei Hou) – coming soon.
     Winner of 2007 Inquire Europe Research Grant.

“Commonality in Returns, Liquidity, and Turnover Around the World”
(with G. Andrew Karolyi and Kuan-Hui Lee) – April 2008.
     WFA 2008, EFA 2008.

“The Size Effect Paradox” – July 2007.
     Supersedes “Is Size Dead? A Review of the Size Effect in Equity Returns” – February 2007.

“Purchasing Power Parity and Heterogeneous Mean Reversion”
(with Ben Tims and Kees G. Koedijk) – April 2007.

“Inflation Risk and International Asset Returns”
(with Gerard A. Moerman) – May 2007.

“Strategic Competition, Capital Structure, and Market Share”
(with Abe de Jong and Thuy Thu Nguyen) – March 2008.
     EFA 2008.

“Strategic Debt: Evidence from Bertrand and Cournot Competition”
(with Abe de Jong and Thuy Thu Nguyen) – June 2007.

“The Market Reaction to Cross-Listings: Does the Destination Market Matter?”
(with Peter Roosenboom) – November 2007.