Research interests
Asset
pricing, behavioral finance.
Forthcoming
- “An Epidemic
Model of Investor Behavior,” May 2008. Working paper
version
Presented at Western Finance Association Meetings,
2007, Forthcoming, Journal of Financial
and Quantitative Analysis.
- “Patriotism
in Your Portfolio,” with Adair Morse, May 2008.
Forthcoming, Journal of Financial Markets.
Revise and Resubmit
- “The Effect of Venture
Capital Investments on Industry Performance,” with Tim Loughran, July 2007,
Revise and resubmit, Journal of Financial
and Quantitative Analysis
Working papers
-
“Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and
Trading,” with Paul Schultz, January 2009, under review.
- “How do Investors React to
Past Returns?” August 2008, presented at IU-Notre Dame-Purdue Finance
Symposium, 2008.
- “A Non-decreasing Pricing Kernel: Evidence and Implications,”
with Tyler Shumway,
November 2007.
Some
of my friends’ web pages
- Qin
Lei