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)]
        File
: PDF 

(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)]
        File
PDF 


(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)]
        File
PDF


(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)]
        File
PDF 

(5)    Boardroom 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)]
        File
PDF 
 

(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)]
        File
PDF 
    

(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)]
        File
PDF 
  
 
(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
        FilePDF


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


(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)]
        FilePDF


(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)]
        FilePDF
 

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

        Journal
: Forthcoming in the Journal of Financial and Quantitative Analysis
        FilePDF


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


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)]