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Working paper
The Economic Impact of Index Investing
In: Review of Financial Studies, Forthcoming
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Price Discovery Without Trading: Evidence from Limit Orders
In: Journal of Finance, Forthcoming
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Stock Liquidity and Default Risk
In: Journal of Financial Economics, 124(3), 486-502.
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High Frequency Trading and the 2008 Short Sale Ban
In: Journal of Financial Economics (JFE), Forthcoming
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Does 0DTE Options Trading Increase Volatility?
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Global Political Uncertainty and Asset Prices
We show that global political uncertainty, measured by the U.S. election cycle, on average, leads to a fall in equity returns in fifty non-U.S. countries. At the same time, market volatilities rise, local currencies depreciate, and sovereign bond returns increase. The effect of global political uncertainty on equity prices increases with the level of uncertainty in U.S. election outcomes and a country's equity market exposure to foreign investors, but does not vary with the country's international trade exposure. These findings suggest that global political uncertainty increases investors' aggregate risk aversion, leading to a flight to safety.(JEL F30, F36, G12, G15, G18)
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Stock market liquidity and loan contracting
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Do Economists Swing for the Fences after Tenure?
In: Journal of Economic Perspectives, Forthcoming
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Institutions and Deposit Insurance: Empirical Evidence
In: Journal of Financial Services Research, Forthcoming
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Do Upgrades Matter? Evidence from Trading Volume
In: Journal of Financial Markets, Forthcoming
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