(1)Treasury yield implied volatility and real activity

(with Martijn Cremers and Matthias Fleckenstein)

Journal of Financial Economics, 140, (2), May 2021

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(2)Equity is cheap for large financial institutions

(with Hanno Lustig and Alberto Plazzi)

Review of Financial Studies, 33(9), January 2020

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(3)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

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(4)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

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(5)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

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(6)Financial market misconduct and public enforcement: The case of Libor manipualation

(with Ben Golez, Jens Jackwerth, and Alberto Plazzi)

Management Science, 65 (11), February 2019

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(7)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

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(8)Size anomalies in bank stock returns 

(with Hanno Lustig)

Journal of Finance, 70 (2), April 2015

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(9)The origins and intent of the Volcker rule

In "Perspectives on Dodd-Frank and Finance", Edited by Paul H. Schultz, MIT Press, 2014

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(10)Counterparty credit risk and the credit default swap market

(with Navneet Arora and Francis Longstaff)

Journal of Financial Economics, 103 (2), February 2012

Work in progress

(11) United they fail: Bank  risk after the financial crisis

(with Amiyatosh Purnanandam)

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(12) ​International transmission of bank liquidity shocks: Evidence from bond markets? 

(with George Issa and Elvis Jarnecic)

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(13) Tax risk and asset prices: Evidence from dual-class corporate bonds in the early 19th century

(with Matthias Fleckenstein and Paul Gao)

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(14) Diversification by U.S. banks: True safety or a false sense of security?

(with Saurabh Ahluwalia and Alberto Plazzi)

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(15) Bank convexity risk (Coming soon!)

(with Martijn Cremers and Jun Yang)

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(16) Does being ethical pay: Evidence from the implementation of SOX section 406 (Coming soon!)

(with Saurabh Ahluwalia, Linda Ferrell, and O.C. Ferrell)