Publications

Review of Financial Studies Vol. 13, Issue 2, Pages 479-519.

The Journal of Business Vol. 70, Issue 3, Pages 323-350.

Journal of Political Economy Vol. 102, Issue 6, Pages 1097-1130.

Journal of Finance Vol. 49, Issue 2, Pages 371–402.

The New Palgrave Dictionary of Money and Finance .

The New Palgrave Dictionary of Money and Finance .

Journal of Monetary Economics Vol 28, Issue 2, Pages 347-361. PDF

Review of Financial Studies Vol. 4, Issue 3, Pages 443-481.

Review of Economic Studies Vol. 58, Issue 2, Pages 259-276.

Econometrica Vol. 58, Issue 4, Pages 901-928.