Psychological Barriers, Expectational Errors, and Underreaction to News

Nominal Price Illusion (with Baolian Wang)

Inefficient Markets, Efficient Investment?

Confusion of Confusions: A Test of the Disposition Effect and Momentum

The Impact of the Federal Reserve's Interest Rate Target Announcement on Stock Prices: A Closer Look at How the Market Impounds New Information (with Stephen Figlewski)