3) “How Important is the Financial Media in Global Markets?” with John M. Griffin and Nicholas H. Hirschey, 2011, Review of Financial Studies, 24(12), 3941-3992. Earlier working paper version.

4) “InformationEfficiency and Firm-Specific Return Variation,” 2014, Quarterly Journal of Finance 4 (4), 1450018. Earlier working paper version.

5) "Macroeconomic Expectations and the Size, Value and Momentum Factors," with Mikael C. Bergbrant, 2016, Financial Management 45(4), 809-844 (Lead Article). Earlier working paper version. Awarded “Best paper in the Winter 2016 issue of Financial Management”

6) “Rivals’ Competitive Activities, Capital Constraints, and Firm Growth” with Mikael Bergbrant and Delroy Hunter, 2018, Journal of Banking and Finance 97, 87-108.

7) “Do Foreign Investors Insulate Firms from Local Shocks? Evidence from the Response of Investable Firms to Monetary Policy” with Bill B. Francis and Delroy Hunter, 2020, Journal of Empirical Finance 58, 386-411. doi: https://doi.org/10.1016/j.jempfin.2020.07.003. Last working paper version.

Complete Working Papers 

“Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds” with Olga Kuzmina at the New Economic School and Sergiy Gorovyy at Ellington Management Group. Status: Under Review

Media mention in Institutional Investor, "Is Hedge Fund Secrecy a Sign of Skill -- Or a Red Flag?" by Amy Whyte, published on July 20, 2020.

Research in Progress 

Research on new stock exchanges with Carole Comerton-Ford of the University of New South Wales

 

Scopus Author ID: 35324800300

ResearcherID: E-8056-2017