No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration
with Ilias Filippou and Pedro García-Ares
Asset Pricing Implications of Heterogeneous Investment Horizons
with Idan Hodor
Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases
with Joshua Shemesh and Yves Zenou
Disagreement, Information Quality and Asset Prices
with Costas Xiouros
Clinging Onto the Cliff: A Model of Financial Misconduct
with AJ Chen, and Suk Lee
Betting on the Likelihood of a Short Squeeze
with Ilias Filippou and Pedro García-Ares
Applying Stakeholder Theory in a Real Options Model of the NASA SBIR R&D Portfolio
with Andrea Belz, Jeremy Eckhause and Richard Terrile
Rolling the Skewed Die: Economic Foundations of the Demand for Skewness and Experimental Evidence
with Andreas Aristidou, Aleks Giga and Suk Lee
Demand for Lotteries: The Choice Between Stocks and Options
with Ilias Filippou and Pedro García-Ares
Competition or Spillover? Star Analyst Co-coverage and Firms’ Information Environment
with Gil Aharoni and Joshua Shemesh
Skewness Seeking in a Dynamic Portfolio Choice Experiment
with Isabelle Brocas, Juan Carrillo and Aleks Giga
Supply Shortages in Sell-Side Analyst Coverage
with Marco Navone
Uncertainty and Dispersion of Opinions
with Min Kim