Interpersonal Effects in Consumption: Evidence from Automobile Purchases of Neighbors
Debt Policy, Corporate Taxes, and Discount Rates
The Disposition Effect and Momentum
"Tax Loss Trading and Wash Sales"
"The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence"
"Information Aggregation, Currency Swaps,and the Design of Derivative Securities" forthcoming, Journal of Political Economy
"Information Aggregation, Security Design, and Currency Swaps" Defunct; replaced by 15-97
"An Analytic Solution for Interest Rate Swap Spreads"
"Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns"
"The Impact of Performance-Based Fees on Pension Fund Management"
"A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns" formerly titled "The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns"