PUBLICATIONS:
Disaggregation Quality, Stock returns, and Institutional Demand with George Jiang (Washington State University), David Kenchington (Arizona State University), and Ping McLemore (Federal Reserve Bank of Richmond) (2024, Finance Research Letters, 62, 105202)
The Effects of Import Competition on Domestic Financial Markets: The Role of Limits-To-Arbitrage with Jared DeLisle (Utah State University), Mengying Wan (Indiana State University), and Gulnara Zaynutdinova (West Virginia University) (2024, Journal of International Business Studies, 55, 212-234)
Fund Manager Skill in an Era of Globalization: Offshore Concentration and Fund Performance with John Bai (Northeastern University), Yuehua Tang (University of Florida), and Chi Wan (University of Massachusetts Boston) (2022, Journal of Financial Economics, 145, 18-40)
Active Technology Similarity and Mutual Fund Performance with Ping McLemore (Federal Reserve Bank of Richmond), Richard Sias (University of Arizona), and Chi Wan (University of Massachusetts Boston) (2022, Journal of Financial and Quantitative Analysis, 57, 1862-1884)
What's in a Name? A cautionary Tale of Profitability Anomalies and Limit to Arbitrage with R. Jared DeLisle (Utah State University) and Gulnara Zaynutdinova (West Virginia University) (2020, Journal of Financial Research, 43, 305-344)
Gross Profitability and Mutual Fund Performance with David Kenchington (Arizona State University) and Chi Wan (University of Massachusetts Boston [2019, Journal of Banking and Finance, 104, 31-49]
Sentimental Mutual Fund Flows with George J. Jiang (Washington State University) (2019, Financial Review, 54, 709-738)
Price Reversals and Continuations following Large Price Movements with Edward A. Dyl (University of Arizona) and Gulnara Zaynutdinova (West Virginia University) (2019, Journal of Business Research, 95, 1-12)
Whose Money is Smarter? Evidence form Investors' Money Flows to Mutual Funds and Fund Classes with George J. Jiang (Washington State University) (2017, Journal of Empirical Finance, 40, 39-58)
Does Investment Horizon Matter? Disentangling the Effect of Institutional Herding on Stock Prices (2015, Financial Review 50, 637-669)
RESEARCH INTERESTS:
- Mutual Fund Performance
- Trading Behavior of Retail and Institutional Investors in Mutual Funds
- Institutional Investors, Price Impact of Institutional Trading and Herding
- Market Efficiency and Empirical Asset Pricing
