Differences of Opinion and the
Cross Section of Stock Returns, 2002, with Christopher J. Malloy
and Anna Scherbina, Journal of Finance , 57, 2113 -- 2141; ;
reprinted in The Psychology of World Equity Markets Vol. II,
edited by Werner De Bondt, 2005, Edward Elgar Publishing, 108--139.
Supply and Demand Shifts in the
Shorting Market, 2007, with Lauren Cohen and Christopher J. Malloy,
Journal of Finance 62, 2061-2096. Distinguished Paper 2007
Smith Breeden Prize for the Best Non-Corportate Finance Paper in the
Journal of Finance.
Short-Sale Strategies and Return
Predictability (previously titled, "Can Short-sellers Predict
Returns? Daily Evidence"), with Kuan-Hui Lee and Ingrid M. Werner,
Review of Financial Studies, forthcoming.
