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Andrade, S., E. Adelphe and A. Jeanneret. 2023, Sovereign Risk Premia and Global Macroeconomic Conditions, Journal of Financial Economics, 147, 172-197.

Della Corte, P., A. Jeanneret and E. Patelli, 2023, A Credit-Based Theory of the Currency Risk Premia, Journal of Financial Economics 149, 473-495.

Dickerson, A., P. Mueller and C. Robotti, 2023, Priced Risk in Corporate Bonds, Journal of Financial Economics, 150 (2), 103707.

Bollerslev, T., A. Patton and R. Quaedvlieg, 2022, Realized Semibetas: Disentangling "good" and "bad" downside risks, Journal of Financial Economics, 144, 227-246.

Payzan-LeNestour, E. and M. Woodford, 2022, Outlier Blindness: A Neurobiological Foundation for Neglect of Financial Risk, Journal of Financial Economics 143(3), 1316-1343.

Adams, R., V. Ragunathan and R. Tumarkin, 2021, Death by committee? An analysis of corporate board (sub-) committees, Journal of Financial Economics, 141(3), 1119-1146.

Laudenbach, C., B. Loos, J. Pirsche, and J. Wohlfahrt, 2021, The Trading Response of Individual Investors to Local Bankruptcies, Journal of Financial Economics 142 (2), 928-953.

Li, F.W., A. Mukherjee and R. Sen, 2021, Inside Brokers, Journal of Financial Economics, 141(3), 1096-1118.

Lin C, C. Ma, Y. Sun and Y. Xu, 2021, The Telegraph and Modern Banking Development, 1881–1936, Journal of Financial Economics, 141, pp. 730–749.

Liu, C., R. Masulis and J. Stanfield, 2021, Why CEO option compensation can be a bad option for shareholders: evidence from major customer relationships, Journal of Financial Economics, 142 (1), 453-481.

Moshirian F., B. Zhang and X. Tian, 2021, 'Stock Market Liberalization and Innovation,', Journal of Financial Economics, 139, pp. 985–1014.

Mukherjee, A. and G. Panayotov, and J. Shon, 2021, Eye in the Sky: Private Satellites and Government Macro Data, Journal of Financial Economics 141 (1), 234-254.

Barrosa, P., P. Karehnke and M. Boons, 2020, Time-varying state variable risk premia in the ICAPM, Journal of Financial Economics, 139(2), 428-451.

Demyanyk, Y., L. Li, E. Loutskina, K. Romero Cortes and P. Strahan, 2020, Stress Tests and Small Business Lending, Journal of Financial Economics, 136(1), 260-279.

Feldman, D., K. Saxena, and J. Xu, 2020, Is the Active Fund Management Industry Concentrated Enough? Journal of Financial Economics, 136(1), 23-43.

Islam, M. E. and J. Zein, 2020, Inventor CEOs, Journal of Financial Economics, 135(2), 505-527.

Moshirian, F., B. Zhang, 2020, Stock Market Liberalization and Innovation, Journal of Financial Economics, 139(3), 985-1014.

Patton, A. and B. Weller, 2020, What You See is Not What You Get: The Costs of Trading Market Anomalies, Journal of Financial Economics, 137, 515-549.

Comerton-Forde, C., V. Gregoire and Z. Zhong 2019, Inverted Fee Structures, Tick Size, and Market Quality, Journal of Financial Economics, 134(1), 141-164.

Harford, J., J. Stanfield, and F. Zhang, 2019, Do insiders time management buyouts and freezeouts to buy undervalued targets? Journal of Financial Economics 131(1), 206-231.

Masulis, R. and E. J. Zhang, 2019, How Valuable Are Independent Directors? Evidence from External Distractions, Journal of Financial Economics, 132(3), 226-256.

Adams, R., A. Akyol and P. Verwijmeren, 2018, Director Skill Sets, Journal of Financial Economics 130(3), 641-662.

Adams, R., M. Keloharju, and S. Knupfer, S., 2018, Are CEOs Born Leaders? Lessons from Traits of a Million Individuals, Journal of Financial Economics, 130(2), 392-408.

Comerton-Forde, C., K. Malinova and A. Park, 2018, Regulating Dark Trading: Order Flow Segmentation and Market Quality, Journal of Financial Economics 130(2), 347-366.

Acharya, V. and Z. Xu, 2017, Financial Dependence and Innovation: The Case of Public versus Private Firms, Journal of Financial Economics 124(2), 223-245.

Cortes, K. and P. Strahan, 2017, Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters, Journal of Financial Economics 125(1), 182-199.

Cortes, K., R. Duchin and D. Sosyura, 2016, Clouded Judgement: The Role of Sentiment in Credit Origination, Journal of Financial Economics, 121(2), 392-413.

Humphery-Jenner, M., L. Lisic, V. Nanda and S. Silveri, 2016, Executive overconfidence and compensation structure, Journal of Financial Economics, 119(3), 533-558.

Barroso, P. and P. Santa-Clara, 2015, Momentum Has its Moments, Journal of Financial Economics, 116(1), 111-120.

Dang, T L, F. Moshirian and B. Zhang, 2015, Commonality in News Around the World, Journal of Financial Economics, 116(1), 82-110.

Kwan, A., R. Masulis and T. McInish, 2015, Trading Rules, Competition for Order Flow and Market Fragmentation, Journal of Financial Economics, 115(2), 330-348.

Sen, R. and R. Tumarkin, 2015, Stocking up: Executive optimism, option exercise, and share retention, Journal of Financial Economics, 118(2), 399-430.

Schmidt, B. 2015, Costs and Benefits of ‘Friendly’ Boards during Mergers and Acquisitions, Journal of Financial Economics, 117(2), 424-447.

Johnson, T. and J. Lee, 2014, On the Systematic Volatility of Unpriced Earnings Shocks, Journal of Financial Economics, 114(1), 84-104.

Masulis, R. and S. Mobbs, 2014, Independent Director Incentives: Where Do Talented Directors Spend their Limited Time and Energy?, Journal of Financial Economics, 111(2), 406-429.

Ng, L. and B. Zhang, 2014, Does PIN Affect Equity Prices Around the World, Journal of Financial Economics, 114(1), 178-195.

Green, C. and R. Jame, 2013, Company Name Fluency, Investor Recognition, and Firm Value, Journal of Financial Economics 109(3), 813-834.

Karpoff, J., G. Lee and R. Masulis, 2013, Contracting under Asymmetric Information: Lockup Agreements in Seasoned Equity Offerings, Journal of Financial Economics, 110(3), 607-626.

Duchin, R. and B. Schmidt, 2013, Riding the Merger Wave: Uncertainty, Reduced Monitoring, and Bad Acquisitions, Journal of Financial Economics 107(1), 69-88.

Harford, J., M. Humphery-Jenner and R. Powell, 2012, The Sources of Value Destruction in Acquisitions by Entrenched Managers, Journal of Financial Economics, 106(2), 247-261.

Lau, S., L. Ng and B. Zhang, 2010, The World Price of Home Bias, Journal of Financial Economics, 97(2), 191-217; Lead Article

Patton, A. and A. Timmermann, 2010, Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM and Portfolios Sorts, Journal of Financial Economics, 98(3), 605-625.

Lee, G. and R. Masulis, 2009, Seasoned Equity Offerings: Quality of Accounting Information and Expected Flotation Costs, Journal of Financial Economics, 92(3), 443-469.

Bhamra, H., C. Dorion, A. Jeanneret and M. Weber, 2023, Low Inflation: High Default Risk and High Equity Valuations, Review of Financial Studies 36 (3), 1192-1252.

Barroso, P. and K. Saxena, 2022, Lest We Forget: Learn from Out-of-Sample Forecast Errors when Optimizing Portfolios, Review of Financial Studies, 35 (3), 1222-1278.

Patton, A. and B. Weller, 2022, Risk Price Variation: The Missing Half of Emperical Asset Pricing, Review of Financial Studies, 35(11), 5127-5184.

Boloor Foroosh, A., P. Christoffersen, M. Fournier and C. Gourieroux, 2020, Beta Risk in the Cross-Section of Equities, Review of Financial Studies 33(9), 4318-4366.

Liu, C.Y., A. Low, R. Masulis and L. Zhang, 2020, Monitoring the Monitor: Distracted Institutional Investors and Board Governance, The Review of Financial Studies, 33(10), 4489-4531.

Dou, Y., R. Masulis and J. Zein, 2019, Shareholder Wealth Consequences of Insider Pledging of Company Stock as Collateral for Personal Loans, The Review of Financial Studies, 32(12), 4810-4854.

Christoffersen, P., M. Fournier and K. Jacobs, 2018, The Factor Structure in Equity Options, Review of Financial Studies 31(2), 595-637.

Chuprinin, O. and D. Sosyura, 2018 Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds, Review of Financial Studies, 31(10), 3756-3820.

Edmans, A., L. Goncalves-Pinto, M. Groen-Xu, and Y. Wang, 2018, Strategic News Releases in Equity Vesting Months, Review of Financial Studies, 31, 4099-4141.

Foucault, T., R. Kozhan and W.W. Tham, 2018, Toxic Arbitrage, Review of Financial Studies, 30(4), 1053-1094.

Gao, P., C. Parsons and J. Shen, 2018, The Global Relation between Financial Distress and Equity Returns, Review of Financial Studies, 31(1), 239-277.

Payzan, E. 2018, Can People Learn About ‘Black Swans’? Experimental Evidence, Review of Financial Studies, 31(12), 4815-4862.

You, J., B. Zhang and L. Zhang, 2018, Who Captures the Power of the Pen?, Review of Financial Studies, 31(1), 43-96.

Barillas, F. and K. Nimark, 2017, Speculation and the Term Structure of Interest Rates, Review of Financial Studies, 30(911), 4003-4037.

Barillas, F. and J. Shanken, 2017, Which Alpha?, Review of Financial Studies, 30(4), 1316-1338.

Banerjee S, M. Humphery-Jenner and V. Nanda, 2015, Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act, Review of Financial Studies, 28(10), 2812-2858.

Guo, L. and R. Masulis, 2015, Board Structure and Monitoring: New Evidence from CEO Turnovers, Review of Financial Studies, 28(10), 2770-2811.

Hameed, A., R. Morck, J. Shen and B. Yeung, 2015, Information, Analysts, and Stock Return Comovement, Review of Financial Studies, 28(11), 3153-3187.

Massa, M., B. Zhang and H. Zhang, 2015, The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?, Review of Financial Studies, 28(6), 1701-1736.

Masulis, R. and S. Reza, 2015, Agency Problems of Corporate Philanthropy, Review of Financial Studies 28(2), 592-636.

Payzan-LeNestour, E. and P. Bossaerts, 2015, Learning About Unstable, Publicly Unobservable Payoffs, Review of Financial Studies, 28(7), 1874-1913.

Babenko, I. and R. Sen, 2014, Money Left on the Table: An Analysis of Participation in Employee Stock Purchase Plans, Review of Financial Studies 27, 3658–3698.

Knyazeva, A., D. Knyazeva and R. Masulis, 2013, The Supply of Corporate Directors and Board Independence, Review of Financial Studies, 26(6),1561-1605.

Bhattacharya, U., A. Hackethal, S. Kaesler, B. Loos, and S. Meyer, 2012 Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study, Review of Financial Studies, (Lead article) 25, 975-1032.

Patton, A. and M. Verardo, 2012, Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability, Review of Financial Studies, 25(9), 2789-2839.

Masulis, R., P. Pham and J. Zein, 2011, Family Business Groups around the World: Costs and Benefits of Pyramids, Review of Financial Studies, 24(11), 3556-3600.

Patton, A. 2009, Are "Market Neutral" Hedge Funds Really Market Neutral?, Review of Financial Studies, 22(7), 2495-2530.

Fournier, M., K. Jacobs and P. Orlowski, 2024, Modelling Conditional Factor Risk Premia Implied by Index Option Returns, Journal of Finance (forthcoming).

Levine, R., C. Lin, C. Ma andÌýY. Xu,Ìý2023, The Legal Origins of Financial Development: Evidence from the Shanghai Concessions, Journal of Finance, 78(6), pp. 3423–3464.

Barillas, F.Ìýand J. Shanken, 2018, Comparing Asset Pricing Models,ÌýJournal of Finance, 73(2), 715-754.Ìý

°ä³ó³Ü±è°ù¾±²Ô¾±²ÔÌý°¿., M. Massa and D. Schumacher 2015, Outsourcing in The International Mutual Fund Industry: An Equilibrium View,ÌýJournal of Finance, 70(5), 2275-2308.Ìý

Patton, A., T. Ramadorai and M. Streatfield, 2015, Change You can Believe In? Hedge Fund Data Revisions, Journal of Finance,Ìý70(3), 963-999.

Patton, A. and T Ramadorai, 2013, On the High Frequency Dynamics of Hedge Fund Risk Exposures, Journal of Finance, 68(2), 597-635.

Masulis, R.Ìýand S. Mobbs, 2011, Are All Inside Directors theÌýSame?,ÌýJournal of Finance, 66(3), 823-872.ÌýÌý

Masulis, R., C. Wang and F. Xie, 2009, Agency Costs at Dual-Class Companies,ÌýJournal of Finance, 64(4), 1697-1727.Ìý

Lauren Cohen L., andÌýB. Schmidt, 2009, Attracting Flows by Attracting Big Clients,ÌýJournal of FinanceÌý64 (5), 1225-1252.Ìý

Masulis, R., C. Wang and F. Xie, 2007, Corporate Governance and Acquirer Returns,ÌýJournal of Finance, 62(4), 1851-1889.Ìý

Li, D.,Ìý¹ó.Ìý²Ñ´Ç²õ³ó¾±°ù¾±²¹²Ô,ÌýP. PhamÌýandÌýJ. Zein, 2006, When Financial Institutions are Large Shareholders: The Role of Macro Corporate Governance Environment',ÌýJournal of Finance, 61(6), 2975-3007.Ìý

Faccio, M.,Ìý¸é.Ìý²Ñ²¹²õ³Ü±ô¾±²õÌýand J. McConnell, 2006, Government Bailouts and Political Connections,ÌýJournal of Finance, 61(6), 2597-2635.Ìý

Faccio, M., andÌý¸é.Ìý²Ñ²¹²õ³Ü±ô¾±²õ, 2005, The Choice of Financing Methods in European Mergers & Acquisitions,ÌýJournal of Finance, 60(3), 1345-1388.

Masulis, R., C. Wang, F. Xie and S. Zhang, 2024, Older and Wiser or Too Old to Govern?, Journal of Financial and Quantitative Analysis (forthcoming).

Chang, X., Y. Chen andÌýR. Masulis, 2023, Bank Lines of Credit as a Source of Long-term Finance, Journal of Financial and Quantitative Analysis 58 (4), 1701-1733.

Deng, W.,ÌýV. Gupta, M. Lipson and S. Mortal, 2023, Short Sale Constraints and Corporate Investment, Journal of Financial and Quantitative Analysis, 58 (6), 2489–2521.

E. Sojli,Ìý°Â.°Â.Ìý°Õ³ó²¹³¾, Schraeder S and Subrahmanyam A, 2023, Equity Trading Activity and Treasury Bond Risk Premia,ÌýJournal of Financial and Quantitative Analysis,Ìý58(2), 677 – 677.

Masulis, R., P. Pham,ÌýJ. ZeinÌýand A. Ang, 2023, Crises as Opportunities for Growth: The Strategic Value of Business Group, Journal of Financial and Quantitative AnalysisÌý58(4), 1508-1546.

Moshirian F., P. Pham, S. Tian and E. Wu, 2023, Foreign Ties that Bind: Cross-border Firm Expansions and Fund Portfolio Allocation around the World, Journal of Financial and Quantitative Analysis, 58 (4), 1768 - 1807.

Koh, P.S., D. Reeb,Ìý·¡.Ìý³§´ÇÂá±ô¾±,ÌýW.W. ThamÌýand W. Wang, 2022, Deleting unreported innovation,ÌýJournal of Financial and Quantitative Analysis, 57(6), 2324 - 2354.

Boehmer, E.,ÌýK.Y.L. FongÌýand J. Wu, 2021, Algorithmic Trading and Market Quality: International Evidence,ÌýJournal of Financial and Quantitative Analysis, 56(8), 2659 - 2688.Ìý

Christoffersen, P.,ÌýM. Fournier, K. Jacobs and M. Karoui, 2021, Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk, Journal of Financial and Quantitative Analysis 56(1), 65-91.

Rosu, I.,Ìý·¡.Ìý³§´ÇÂá±ô¾±, andÌýW.W. Tham, 2021, Quoting Activity and the Cost of Capital,ÌýJournal of Financial and Quantitative Analysis, 56(8), 2764-2799.Ìý

Barillas, F., R. Kan, C. Robotti and J. Shanken, 2020, Model Comparison with Sharpe Ratios,ÌýJournal of Financial and Quantitative Analysis, 55(6), 1840-1874.

Erel, I.,ÌýY. Jang, B. Minton and M. Weisbach, 2020, Corporate Liquidity, Acquisitions, and Macroeconomic Conditions,ÌýJournal of Financial and Quantitative Analysis, 56(2), 443-474.Ìý

Fournier, M., and K. Jacobs, 2020,ÌýA Tractable Framework of Option Pricing with Dynamic Market Maker Inventory and Wealth, Journal of Financial and Quantitative Analysis 55(4), 1117-1162.

Masulis, R., C. Wang, and F. Xie, 2020, Worker-Manager Alliances and Shareholder Returns from Acquisitions,ÌýJournal of Financial and Quantitative Analysis,Ìý55(2), 473-516.Ìý

Dai, M.,ÌýL. Goncalves-Pinto, and J. Xu, 2019, How does Illiquidity Affect Delegated PortfolioÌýChoice?,ÌýJournal of Financial and Quantitative Analysis, 54(2), 539-585.Ìý

Saxena, K., L. Zolotov and P. Kalev, 2019,ÌýCoskewnessÌýRisk Decomposition, Covariation Risk, and Intertemporal Asset Pricing,ÌýJournal of Financial and Quantitative Analysis, 54(1), 335-368.Ìý

Banerjee. S.,ÌýM. Humphery-Jenner, V. Nanda and M. Tham, 2018, Executive Overconfidence and Securities Class Actions,ÌýJournal of Financial and Quantitative AnalysisÌý53(6), 268-271.Ìý

Grinblatt, M. andÌýK. Saxena, 2018, When Factors Don’t Span Their Basis Portfolios,ÌýJournal of Financial and Quantitative AnalysisÌý53(6), 2335-2354.Ìý

Masulis, R., and S.ÌýSimsir, 2018, Deal Initiation in Mergers and Acquisitions,ÌýJournal of Financial and Quantitative Analysis, 53(6), 2389-2430.Ìý

Stanfield, J. andÌý¸é.Ìý°Õ³Ü³¾²¹°ù°ì¾±²Ô, 2018, Does the Political Power of Nonfinancial Stakeholders Affect Firm Values? Evidence from Labor Unions,ÌýJournal of Financial and Quantitative Analysis, 53 (3), 1101-1133.Ìý

Beschwitz, B.,Ìý°¿.Ìý°ä³ó³Ü±è°ù¾±²Ô¾±²ÔÌýand M. Massa, 2017, Why Do Short Sellers Like Qualitative News?ÌýJournal of Financial and Quantitative Analysis, 52, 645-675.Ìý

Dang, T. V. andÌýZ. Xu, 2017, Market Sentiment and Innovation Activities,ÌýJournal of Financial and Quantitative Analysis, 53 (3), 1135-1161.Ìý

Hatheway, F.,ÌýA. Kwan, and H. Zheng, 2017, An Empirical Analysis of Market Fragmentation in U.S. Equities Markets, Journal of Financial and Quantitative Analysis 52 (6), 2399-2427.

Luong, L.H.,Ìý¹ó.Ìý²Ñ´Ç²õ³ó¾±°ù¾±²¹²Ô, L.H.G. Nguyen, X. Tian and B. Zhang, 2017, How Do Foreign Institutional Investors Enhance Firm Innovation?ÌýJournal of Financial and Quantitative Analysis, 52(4), 1449-1490.Ìý

Oh, N., J.ÌýParwadaÌýand K. Tan, 2017, Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses,ÌýJournal of Financial and Quantitative Analysis, 52(2), 781-809.Ìý

Sojli, E., W.W. Tham, and J.ÌýSkjeltorp, 2016. Flashes of trading intent at the NASDAQ.ÌýJournal of Financial and Quantitative Analysis, 51 (1), 165-196.Ìý

Barroso, P.Ìýand P. Santa-Clara, 2015, Beyond the Carry Trade: Optimal Currency Portfolios,ÌýJournal of Financial and Quantitative Analysis, 50(5), 1037-1056.Ìý

Deng, H.,ÌýF.ÌýMoshirian,ÌýP. PhamÌýandÌýJ. Zein, 2014, Creating Value by Changing the Old Guard: The Impact of Controlling Shareholder Heterogeneity on Firm Performance and Corporate Policies,ÌýJournal of Financial and Quantitative Analysis, 48(6), 1781-1811.Ìý

Fong, K., Gallagher, D., Lee, A., 2014, Individual Investors and Broker Types,ÌýJournal of Financial and Quantitative Analysis, 49 (2), 431-451.Ìý

Gallagher, D., P. Gardner andÌýP. Swan, 2013, Governance through Trading: Institutional Swing Trades and Subsequence Performance,ÌýJournal of Financial and Quantitative Analysis, 48(2), 427–458.Ìý

Humphery-Jenner, M., 2013, Diversification in Private Equity Funds: On Knowledge-Sharing, Risk-Aversion and Limited-Attention,ÌýJournal of Financial and Quantitative Analysis, 48 (5), 1545-1572.

Li, D., Q. Nguyen,ÌýP. Pham,Ìýand S. Wei, 2011, Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets,ÌýJournal of Financial and Quantitative Analysis, 46(4), 1127–1155.Ìý

Krishnan, C.N.V., V. Ivanov,Ìý¸é.Ìý²Ñ²¹²õ³Ü±ô¾±²õÌýand A. Singh, 2011, Venture Capital Reputation, Post-IPO Performance and Corporate Governance,ÌýJournal of Financial and Quantitative Analysis, 46(5), 1295 – 1333.Ìý

Masulis, R.Ìýand R.ÌýNahata, 2011, Venture Capital Conflicts of Interest: Evidence from Acquisitions of Venture Backed Firms,ÌýJournal of Financial and Quantitative Analysis, 46(2), 395–430.Ìý

Parwada, J., 2008, The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups,ÌýJournal of Financial and Quantitative Analysis, 43, 245-266.

Buhlmann, F., P. Dorrenberg,ÌýB. Loos, and J. Voget, 2024, How Do Taxes Affect the Trading Behaviour of Private Investors? Evidence from Individual Portfolio Data, Management Science, (forthcoming).

Giannetti, M., andÌýY. J. Jang, 2024, Who Lends Before Banking Crises? Evidence from the International Syndicated Loan Market, Management Science, (forthcoming).

Guo, L., J. Kong andÌýR. Masulis, 2024, Do Employee Interests Affect Target Board Decisions about Acquisition Offers? Evidence from Changes in Unemployment Insurance, Management Science (forthcoming).

Lin, C., C. Ma, Y. Sun, andÌýY. Xu, 2024, The Allocation of Talent and Financial Development, 1897 to 1936, Management Science (forthcoming).

Masulis,ÌýR.,ÌýS. Shen, and Z. Hong, 2024, Director Liability Protection and the Quality of Independent Directors, Management Science, (forthcoming).

To, T.Ìýand N. Tran, 2024, Non-Traded Sector Growth Risks and Economic Sizes in International Asset Pricing, Management Science (forthcoming).

Goldstein, M.,ÌýA. KwanÌýand R. Philip, 2023, High-Frequency Trading Strategies, Management Science 69 (8), 4413-4434.

Chen, Y., M. Dai,ÌýL.ÌýGoncalves-Pinto, J. Xu and C. Yan, 2021, Incomplete Information and the Liquidity Premium Puzzle,ÌýManagement Science, 67(9), 5703-5729.

Goncalves-Pinto, L., B. Grundy, A. Hameed, T. Heijden and Y. Zhu, 2020, Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market,ÌýManagement Science,Ìý66(9), 3903-3926.Ìý

Masulis, R.,ÌýP. Pham, andÌýJ. Zein, 2020, Family Business Group Expansion through IPOs: The Role of Internal Capital in Financing Growth while Preserving Control,ÌýManagement Science,Ìý66(11), 5191-5215.Ìý

Barillas, F.Ìýand K.ÌýNimark, 2019, Speculation and the Bond Market: An Empirical No-Arbitrage Framework, Management Science, 65(9), 3949-4450.Ìý

Chuprinin, O., S. Gaspar and M. Massa, 2019, Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance,ÌýManagement Science, 65(3), 955-1453.

Maurer T.,ÌýT. ToÌýand N.K. Tran,Ìý2019,ÌýPricing Risks Across Currency Denominations,ÌýManagement Science,Ìý65,Ìý5308 – 5336.Ìý

Skjeltorp, J.,Ìý·¡.Ìý³§´ÇÂá±ô¾±, andÌýW.W. Tham, 2018, Cross-Sided Liquidity Externalities.ÌýManagement Science, 64(6), 2473-2972.Ìý

Babenko, I. andÌýR. Sen, 2016, Do Non-executive Employees Have Valuable Information? Evidence from Employee Stock Purchase Plans,ÌýManagement ScienceÌý62(7), 1878–1898.Ìý

Cen, L., S. Dasgupta andÌýR. Sen, 2016, Discipline or Disruption? Stakeholder Relationships and the Effect of Takeover Threat,ÌýManagement ScienceÌý62(10), 2820–2841.Ìý

Wang, Y., C. Wu andÌýL. Yang, 2015, Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? Management Science, 61(12), 2870 – 2889.Ìý

Kozhan, R. andÌý°Â.°Â.Ìý°Õ³ó²¹³¾,Ìý(2012). Execution Risk High-frequency Arbitrage.ÌýManagement Science, 58 (11), 2131-2149.

Germann, M.,ÌýB. Loos, L. Mertes, and M. Weber, 2024, Trust and Delegated Investing: A Money Doctors Experiment, Review of Finance.Ìý

Maurer T.,ÌýT. Tô, and, N.K. Tran,Ìý2023,ÌýMarket Timing and Predictability in FX Markets,ÌýReview of Finance,Ìý27,Ìý223 – 246.

Gao, J. andÌýY. Jang, 2021, What Drives Global Lending Syndication? Effects of Cross-country Capital Regulation Gaps, Review of Finance, 25(2), 519-559.

Bhattacharya, U.,ÌýB. Loos, S. Meyer, and A. Hackethal, 2017, Abusing EFTs, Review of Finance 21, 1217-50.

Fong, K. Y., C. Holden and C.ÌýTrzcinka, 2017, What Are the Best Liquidity Proxies for GlobalÌýResearch?,ÌýReview of Finance, 21(4), 1355-1401 (awarded TheÌýSpänglerÌýIQAM Prize in 2018).Ìý

Disatnik, D., R. Duchin andÌýB. Schmidt, 2013, Cash Flow Hedging and Liquidity Choices,ÌýReview of Finance, 17, 1-34.Ìý

Humphery-Jenner, M., 2012, Private Equity Fund Size, Investment Size, and Value Creation,ÌýReview of Finance, 16, 799-835.

M. Aquilina, M., E. Budish andÌýP. O’Neill, 2022, Quantifying the High-Frequency Trading ‘Arms Race’ÌýQuarterly Journal of EconomicsÌý137 (1), 493-564.

Patton, A., and A. Timmermann, 2010, Why do Forecasters Disagree? Lessons from the Term Structure of Cross-Sectional Dispersion,ÌýJournal of Monetary Economics, 57(7), 803-820.

Barillas, F., L. Hansen and T. Sargent, 2009, Doubts or Variability?ÌýJournal of Economic TheoryÌý144 (6), 2388-2418.

Bollerslev,ÌýT., J. Li,ÌýA. PattonÌýandÌýR. Quaedvlieg, 2020, Realized Semicovariances, Econometrica, 88(4), 1515-1551.

Romero Cortés, K., A. Glover and M. Tasci, 2022, The Unintended Consequences of Employer Credit Check Bans for Labor Markets,ÌýReview of Economics and Statistics, 104 (5): 997-1009.

Patton, A., andÌýK. Sheppard, 2015, Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility,ÌýReview of Economics and Statistics, 97(3), 683-697.

Oh, D. H., andÌýA. Patton,Ìý2024, Better the Devil You Know: Improved Forecasts from Imperfect Models,ÌýJournal of Econometrics,Ìý242, 105767.

Oh, D. H., andÌýA. Patton,Ìý2023, Dynamic Factor Copula Models with Estimated Cluster Assignments, Journal of Econometrics, 2(C), 105374.

Bollerslev, T., M. Medeiros,ÌýA. PattonÌýand R. Quaedvlieg, 2022, From Zero to Hero: Realized Partial (Co) Variances, Journal of Econometrics, 231(2), 348-360.

Bollerslev, T., M. Medeiros,ÌýA. PattonÌýand R. Quaedvlieg, 2020, Multivariate Leverage Effects and Relized Semicovariance GARCH Models, Journal of Econometrics, 217, 411-430.

Patton, A., J. Ziegel and R. Chen, 2019, Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk), Journal of Econometrics, 211(2), 388-413.

Bollerslev, T., M. Medeiros,ÌýA. PattonÌýand R. Quaedvlieg, 2018, Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions, Journal of Econometrics, 207(1), 71-91.

Li, J. andÌýA. Patton, 2018, Asymptotic Inference about Predictive Accuracy using High Frequency Data, Journal of Econometrics, 203(2), 223-240.

Oh, D. H., andÌýA. Patton, 2016, High-Dimensional Copula-Based Distributions with Mixed Frequency Data, Journal of Econometrics, 193, 349-366.

Bollerslev, T., M. Medeiros,ÌýA. PattonÌýand R. Quaedvlieg, 2016, Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting, Journal of Econometrics, 192, 1-18.

Sojli, E. andÌýW.W. Tham, 2015. Divided Governments and Futures Prices.ÌýJournal of Econometrics, 187 (2), 622-633.

Patton, A., 2011, Volatility Forecast Comparison using Imperfect Volatility Proxies, Journal of Econometrics, 160(1), 246-256.

Patton, A., and A. Timmermann, 2007, Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity, Journal of Econometrics, 140(2), 884-918.

Granger, C,ÌýA. PattonÌýand T. Terasvirta, 2006, Common Factors in Conditional Distributions for Bivariate Time Series, Journal of Econometrics, 132(1), 43-57.

Oh, D. H., andÌýA. Patton, 2013, Simulated Method of Moments Estimation for Copula-Based Multivariate Models,ÌýJournal of the American Statistical AssociationÌý108(502), 689-700.

Patton, A., and A. Timmermann, 2007, Testing Forecast Optimality under Unknown Loss, Journal of the American Statistical Association, 102(480), 1172-1184.

Payzan-Le Nestour, E.Ìýand J. Doran, 2024, Craving Money? Evidence from the Laboratory and the Field, Science Advances 6 (2), DOI 10.1126.

Payzan-Le Nestour, E., B. Balleine, T. Berrada and J. Pearson, 2016, 'Variance After-Effects Distort Risk Perception in Humans', Current Biology, 26, 1500 – 1504.

Payzan-Le Nestour, E., 2013, The Neural Representation of Unexpected Uncertainty During Value-Based Decision Making,ÌýNeuron, 79 (1), 191-201.

Payzan-Le Nestour, E., and P. Bossaerts, 2011, Risk, Unexpected Uncertainty, and Estimation Uncertainty: Bayesian Learning in Unstable Settings,ÌýPLoS Computational Biology, 79 (1), 194-201.

Balogh, A., D. Wright and J. Zein, 2024, Does Stakeholder Outrage Determine Executive Pay?, Forthcoming, Review of Corporate Finance Studies

Fong, K., H. Hong, M. Kacperczyk and JD. Kubik, 2022, Do Security Analysts Discipline Credit Rating Agencies?, Review of Corporate Finance Studies, 11, pp. 815 – 848

Maurer T.,ÌýT. TôÌýand N.K. Tran,Ìý2022,ÌýPricing Implications of Covariances and Spreads in Currency Markets,ÌýReview of Asset Pricing Studies,Ìý12, 336–388.

Dou, Y. andÌýZ. Xu, 2021, Bank Lending and Corporate Innovation: Evidence from SFAS 166/167, Contemporary Accounting Research, 38, 3017 - 3052.Ìý

Payzan-LeNestour, E., L. Pradier, J. Doran, G. Nave and B. Balleine,Ìý2021,ÌýImpact of ambient sound on risk perception in humans: neuroeconomic investigations,ÌýScientific reports,Ìý11,Ìý5392

Bollerslev, T.,ÌýA. PattonÌýandÌýW. Wang,Ìý2016,ÌýDaily House Price Indexes: Construction,ÌýModeling, and Longer-Run Predictions,ÌýJournal of Applied Econometrics, 31, 1005-1025.

Dai, L.,ÌýJ.ÌýParwadaÌýandÌýB. Zhang, 2015, The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading,ÌýJournal of Accounting Research, 53(2), 331-366

Kruttli. M.,ÌýA. PattonÌýand T. Ramadorai, 2015, The Impact of Hedge Funds on Asset Markets, Review of Asset Pricing Studies,Ìý5(2), 185-226.

Cortes, K.Ìýand J. Lerner, 2013, Bridging the Gap? Government Subsidized Lending and Access to Capital,ÌýReview of Corporate Finance Studies,Ìý2(1), 98-128

Krishnan, CNV., andÌýR. Masulis, 2013, Law Firm Expertise and Mergers and Acquisitions,ÌýJournal of Law and Economics, 56: (1), 189-226.

Masulis, R., C. Wang and F. Xie, 2012, Globalizing the Boardroom - The Effects of Foreign Directors on Corporate Governance and Firm Performance,ÌýJournal of Accounting and Economics, 53(3), 527-554.

Patton, A., 2012, A Review of Copula Models for Economic Time Series,ÌýJournal of Multivariate Analysis, 110, 4-18.

Ghandar, A., Z. Michalewicz, M. Schmidt,ÌýT-D. ToÌýand R. Zurbruegg, 2009, Computational Intelligence for Evolving Trading Rules,ÌýIEEE Transactions on Evolutionary Computation, 13(1), 71-86.

Masulis, R. and R. Thomas, 2009, Does Private Equity Create Wealth? The Effects of Private Equity and Derivatives on Corporate Governance,ÌýUniversity of Chicago Law Review, 76, 219-260.