Selected Publications
Counterparty credit risk and the credit default swap market
(with Navneet Arora and Francis Longstaff)
Journal of Financial Economics, 103 (2), February 2012
The origins and intent of the Volcker Rule
In Perspectives on Dodd-Frank and Finance, Edited by Paul H. Schultz, MIT Press, 2014
The relation between credit growth and expected returns of bank stocks
European Financial Management, Special Issue, Corporate Policies and Asset Prices, 24 (4), September 2018
Financial market misconduct and public enforcement: The case of LIBOR manipulation
(with Ben Golez, Jens Jackwerth, and Alberto Plazzi)
Management Science, 65 (11), February 2019
Using annual report sentiment as a proxy for financial distress in U.S. banks
(with Tim Loughran and Bill McDonald)
Journal of Behavioral Finance, 20 (4), March 2019
The analytics of financial market misconduct
(with Ai Deng)
In Corruption and Fraud in Financial Markets, Edited by Carol Alexander and Douglas Cummings, Wiley Press, June 2020
A taxonomy of financial market misconduct
(with Ai Deng)
In Corruption and Fraud in Financial Markets, Edited by Carol Alexander and Douglas Cummings, Wiley Press, June 2020
Equity is cheap for large financial institutions
(with Hanno Lustig and Alberto Plazzi)
Review of Financial Studies, 33 (9), January 2020
Treasury yield implied volatility and real activity
(with Martijn Cremers and Matthias Fleckenstein)
Journal of Financial Economics, 140 (2), May 2021