PUBLISHED, FORTHCOMING, and CONDITIONALLY-ACCEPTED: 


(1)   The Option to Stock Volume Ratio and Future Returns
       Coauthor
: Travis Johnson
       Journal
: Published in the Journal of Financial Economics [106(2): 262-286 (November 2012)]

(2)   Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
       Coauthor
: Joe Piotroski
       Journal
: Published in the Review of Financial Studies [25(9): 2841-2875 (2012)]

(3)   Analyst Initiations of Coverage and Stock Return Synchronicity
       Coauthors
: Darren Roulstone and Steve Crawford
       Journal
: Published in the Accounting Review [87(5): 1527-1553 (September 2012)]

(4)   A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts?
       Note
: Solo-authored, Stanford University Dissertation
       Journal
: Published in the Journal of Financial Economics [108(3): 615-640 (June 2013)]

(5)   Board Centrality and Firm Performance
       Coauthors
: Dave Larcker and Charles Wang
       JournalPublished in the Journal of Accounting and Economics
 [55(2-3): 225-250 (April-May 2013)] 

(6)   Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements
       Coauthor: Mary Barth
       Journal: Published in the Accounting Review [89(5): 1579-1607 (September 2014)]    

(7)   News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements
       Coauthor: S.Wang
       Journal
: Published in the Journal of Financial Economics [114(1): 20-35 (October 2014)]  
 
(8)   Alphanomics: The Informational Underpinnings of Market Efficiency
       Coauthor: Charles Lee
       Published
: Vol. 9: No. 2–3, pp 59-258, Foundations and Trends in Accounting

 (9)   A Simple Multimarket Measure of Information Asymmetry
       Coauthor: Travis Johnson
       Journal: Published in Management Science [Articles in Advance]

(10)  Analysts' Forecasts and Asset Pricing: A Survey
        Coauthors: SP Kothari and Rodrigo Verdi
        Published
Published in the Annual Review of Financial Economics [8: 187-219 (October 2016)]

(11)  Uncovering Expected Returns: Information in Analyst Coverage Proxies
       Coauthor: Charles Lee
       Journal
: Published in the Journal of Financial Economics [124(2): 331-348 (May 2017)] 

(12)  Time Will Tell: Information in the Timing of Scheduled Earnings News 
       CoauthorTravis Johnson

       Journal
: Forthcoming in the Journal of Financial and Quantitative Analysis

(13)  Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns
       CoauthorTravis Johnson
       Journal
: Forthcoming in the Journal of Accounting Research



OTHER RESEARCH:  

(1)  Inside the Black Box of Doctoral Education
        Coauthors: Rob Ehrengberg, George Jakubson, Jeff Groen, and Joe Price
        Published
Published in Educational Evaluation and Policy Analysis [29(2): 134-150 (June, 2007)]