research

Working Papers

Snakes and Ladders: Asset Pricing with Household Disaster

Does Market Incompleteness Matter for Market Microstructure?

with Ekkehart Boehmer and Abraham Lioui | Revision coming soon

Asset Prices and the Probability of Collective Action on Climate Change

with Martina K. Linnenluecke, Tom Smith and Robert E. Whaley

Passive Investing: The Potential Profitability of Securities Lending

with Jesse Blocher and Robert E. Whaley | Revision coming soon

Work in Progress

Option Pricing with Shorting Costs

with Robert E. Whaley

Money and Asset Prices: A Household Perspective

with Abraham Lioui and Olesya V. Grishchenko