Published Papers
Working Papers
Market States and Momentum, 2004, with Michael Cooper and Allaudeen Hameed,
Journal of Finance 59, 1345-1365.        
[abstract] [pdf]

On the Predictability of Stock Returns, 2005, with Michael Cooper and William Marcum,
Journal of Business 78, 469-499.
[abstract] [pdf]

Momentum, Reversal, and the Trading Behaviors of Institutions, 2007, with Christo Pirinsky,
Journal of Financial Markets 10.
[abstract] [pdf]

The Long-Lasting Momentum in Weekly Returns, 2008, with Eric Kelley, Journal of Finance 63, 415-447.
[abstract] [pdf]
The Transitory Impact of Institutional Herding on Stock Prices, with Eric Kelley
[coming soon]

On Diseconomies of Scale and Persistent Performance in Corporate-Bond Mutual Funds, with William
Maxwell and Danielle Xu
[abstract] [pdf]