“Financing Constraints and the Propagation of Shocks in Production Networks”, with Banu Demir, Beata Javorcik, and Tomasz K. Michalski, accepted for publication (on December 9, 2021) at the Review of Economics and Statistics [https://doi.org/10.1162/rest_a_01162 -- program files can be accessed via Harvard Dataverse: https://doi.org/10.7910/DVN/VO6FKW].
“Banking Integration and Growth: The Role of Banks' Previous Industry Exposure”, with Neslihan Karakaya and Tomasz K. Michalski, Journal of Financial Intermediation, vol. 49 (2022, January), [https://doi.org/10.1016/j.jfi.2021.100944].
“Replacing Key Employee Retention Plans with Incentive Plans in Bankruptcy”, with Vedran Capkun, Accounting, Organizations and Society, vol. 94 (2021, October), [https://doi.org/10.1016/j.aos.2021.101278].
Comment (non-refereed) on “Bad Times, Good Credit” by Bo Becker, Marieke Bos, and Kasper Roszbach for the Journal of Money, Credit, and Banking 50th Anniversary Issue, vol. 52, no. S1 (2020, October), 143–147 [https://doi.org/10.1111/jmcb.12737].
“Risk-Based Capital Requirements and International Trade”, with Banu Demir and Tomasz K. Michalski, Review of Financial Studies, vol. 30, no. 11 (2017, November), 3970–4002 [https://doi.org/10.1093/rfs/hhx062]. Related VoxEU article: http://voxeu.org/article/risk-based-capital-requirements-and-international-trade.
“Systemic Risk in Clearing Houses: Evidence from the European Repo Market”, with Charles Boissel, François Derrien, and David Thesmar, Journal of Financial Economics, vol. 125, no. 3 (2017, September), 511–536 [https://doi.org/10.1016/j.jfineco.2017.06.010].
“Performance Gender-Gap: Does Competition Matter?” with Frédéric Palomino and Eloïc Peyrache, Journal of Labor Economics vol. 31, no. 3 (2013, July), 443–499 [https://doi.org/10.1086/669331], Online Appendix. Related VoxEU article: http://www.voxeu.org/index.php?q=node/1435.
“(Inter-state) Banking and (Inter-state) Trade: Does Real Integration Follow Financial Integration?” with Tomasz K. Michalski, Journal of Financial Economics, vol. 104, no. 1 (2012, April), 89–117 [https://doi.org/10.1016/j.jfineco.2011.11.004], Online Appendix.
“The Competitive Dynamics of Geographic Deregulation in Banking: The Implications for Productive Efficiency”, with Douglas D. Evanoff, Journal of Money, Credit, and Banking, vol. 40, no. 5 (2008, August), 897–928 [https://doi.org/10.1111/j.1538-4616.2008.00141.x].
“Margin Regulation and Market Quality: A Microstructure Analysis”, with Gordon J. Alexander, Mark A. Peterson, and Paul J. Seguin, Journal of Corporate Finance, vol. 10, no. 4 (2004, September), 549–574 [https://doi.org/10.1016/S0929-1199(02)00048-2].
“Post Mortem on Federal Reserve's Functional Cost Analysis Program: How Useful Was the FCA?”, Review of Financial Economics, vol. 13, no. 1-2 (2004, January), 121–148 [https://doi.org/10.1016/j.rfe.2003.06.002].
“The Predictive Power of Implied Volatility: Evidence from 35 Futures Markets”, with Andrew Szakmary, Jin K. Kim, and Wallace N. Davidson, Journal of Banking & Finance, vol. 27, no. 11 (2003, November), 2151–2175 [https://doi.org/10.1016/S0378-4266(02)00323-0].
“Bank Performance Around the Introduction of a Section 20 Subsidiary”, with Marcia M. Cornett and Hassan Tehranian, Journal of Finance, vol. 57 (2002, February), 501–521 [https://doi.org/10.1111/1540-6261.00430].
“Using Implied Volatility on Options to Measure the Relation Between Asset Returns and Variability”, with Wallace N. Davidson, Jin K. Kim, and Andrew Szakmary, Journal of Banking & Finance, vol. 25, no. 7 (2001, July), 1245–1269 [https://doi.org/10.1016/S0378-4266(00)00128-X].
“Hedging Corporate Bond Portfolios across the Business Cycle”, with Alan J. Marcus, Journal of Fixed Income, vol. 5, no. 4 (1996, March), 56–60 [https://doi.org/10.3905/jfi.1996.408158].