My research interests include asset-pricing theory, empirical tests of asset-pricing models, and econometrics. My vita describes my background and interests in more detail. Some of my working papers are available for downloading here. You can click on the title of a paper to see the paper's abstract and a link to download the full text version of the paper. The full text papers are in Adobe Acrobat (.pdf) format. To download a free copy of the Acrobat reader, visit Adobe's web site. The data sets used in some papers may also be available on these pages.

• The Delisting Bias in CRSP Data.

• The Delisting Bias in CRSP's Nasdaq Data and its Implications for the Size Effect. (joint with Vince Warther)

• Forecasting Bankruptcy More Accurately: A Simple Hazard Model.

• Explaining Returns with Loss Aversion.

• Is Sound Just Noise? (joint with Joshua Coval)

• Expected Option Returns (joint with Joshua Coval)

• Good Day Sunshine: Stock Returns and the Weather (joint with David Hirshleifer)

• Do Behavioral Biases Affect Prices? (joint with Joshua Coval)

• Can Individual Investors Beat the Market? (joint with Joshua Coval and David Hirshleifer)

• Forecasting Default with the KMV-Merton Model (joint with Sreedhar Bharath)

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