Journal articles:
For downloadable versions of papers please see http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=93973
Average Correlation and Stock Market Returns (with Joshua Pollet), Forthcoming, Journal of Financial Economics.
How Does Size Affect Mutual Fund Behaviour? (with Joshua Pollet), Journal of Finance, December 2008.
Working papers:
Credit Ratings and Credit Risk (with Jens Hilscher).
How Much do Investors Care About Macroeconomic Risk? Evidence from Economic Announcements (with Pavel Savor).