Published Papers:

Brand Perceptions and the Market for Common Stock (w/ Avanidhar Subrahmanyam), Journal of Financial and Quantitative Analysis (2005)

On Non-Secular Regularities in Trading and Stock Returns (w/ Avanidhar Subrahmanyam), Financial Analysts Journal (2004)

        See also Holy Cow! (Forbes, Jun. 10, 2002)

Current Working Papers:

Investor and Price Response to Patterns in Earnings Surprises (Forthcoming, Journal of Financial Markets)

    See also Finance Prof's Research Provides Insight for Small Investors (News release, Dec. 8, 2004)

Spam Works: Evidence from Stock Touts and Corresponding Market Activity (w/ Jonathan Zittrain, January, 2007)

   See also Penny-Stock Spam Yields Profits for Some (Interview, National Public Radio, Oct. 24, 2006 and Aug. 25, 2006)

          and Stock Tip Spam Scam (Interview, American Public Radio, Oct. 24, 2006)

          and Stock Tips from Spam Aren’t Just Silly. They’re Costly (New York Times, Sept. 10, 2006)

          and Buy Low, Spam High (New York Times, Sept. 2, 2006)

          and Spammers Manipulate Stock Markets (BBC News, Aug. 25, 2006)

          and Spammers Make a Sound Investment in Stocks (Technology Review, Aug. 23, 2006)

Executive Compensation and Investor Clientele (w/ Avanidhar Subrahmanyam, January, 2007)

Separating Up from Down: New Evidence on the Idiosyncratic Volatility - Return Relation (w/ George Jiang)

Voluntarily Earnings Disclosure an Floor v. Screen-Based Markets (w/ Inho Suk, January, 2007)

Capital Structure and Liquidity: A Bi-directional Relationship (w/ Rodolfo Martell, August, 2006)

Social Networks and Corporate Governance (w/ Avanidhar Subrahmanyam, January, 2007)

The Impact of Reclassification from Division II to D1-AA and from Division I-AA to I-A on NCAA Member Institutions from 1993 - 2003 (w/ Dan Fulks and the NCAA, August, 2006)

Buy What You Know: Shareholder Base and Product Consumption (w/ Alessio Saretto and Heather Tookes, abstract only)