- The Unintended Consequences of the Zero Lower Bound Policy (with Marco Di Maggio): Journal of Financial Economics 123(1), 2017, 59-80. Inquire Europe Research Grant Award.
- A Rational Theory of Mutual Funds' Attention Allocation (with Stijn van Nieuwerburgh and Laura Veldkamp): Econometrica 84(2), 2016, 571-626. (Technical Appendix ) Q-Group Research Grant Award.
- Time-Varying Fund Manager Skill (with Stijn van Nieuwerburgh and Laura Veldkamp): Journal of Finance 69, 2015, 1455-1484. Nominated for the Smith-Breeden Award.
- How Safe are Money Market Funds? (with Philipp Schnabl): Quarterly Journal of Economics 128(3), 2013, 1073-1122.
- A New Class of Bayesian Semiparametric Models with Applications to Option Pricing (with Paul Damien and Stephen Walker): Quantitative Finance 13(6), 2013, 967-980.
- Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers (with Jason Chen and Hernan Ortiz-Molina): Review of Finance 16(2), 2012, 347-383. Spangler IQAM Prize for Best Paper in the Review of Finance (runner-up).
- Labor Unions, Operating Flexibility, and the Cost of Equity (with Jason Chen and Hernan Ortiz-Molina): Journal of Financial and Quantitative Analysis 46, 2011, 25-58.
- Competition and Bias (with Harrison Hong): Quarterly Journal of Economics 125(4), 2010, 1683-1725.
- When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 (with Philipp Schnabl): Journal of Economic Perspectives 24, 2010, 29-50.
- The Price of Sin: The Effects of Social Norms on Markets (with Harrison Hong): Journal of Financial Economics 93, 2009, 15-36. Commonfund Institute Award (EFA 2006). 2006 Moskowitz Prize (Honorable Mention) for Socially Responsible Investing Research. JFE Hall of Fame.
- Unobserved Actions of Mutual Funds (with Clemens Sialm and Lu Zheng): Review of Financial Studies 21, 2008, 2379-2416. Lead Article.
- Industry Concentration and Mutual Fund Performance (with Clemens Sialm and Lu Zheng): Journal of Investment Management 5, 2007, 50-64.
- Fund Manager Use of Public Information: New Evidence on Managerial Skills (with Amit Seru): Journal of Finance 62, 2007, 485-528. Lead Article. Nominated for the Smith-Breeden Award.
- On the Industry Concentration of Actively Managed Mutual Funds (with Clemens Sialm and Lu Zheng): Journal of Finance 60, 2005, 1983-2012. Nominated for the Smith-Breeden Award.
- The Private Production of Safe Assets (with Christophe Perignon and Guillaume Vuillemey): June 2017.
- Investor Sophistication and Capital Income Inequality (with Jaromir Nosal and Luminita Stevens): February 2017. (Technical Appendix).
- Chasing Private Information (with Emiliano Pagnotta): January 2017.
- Time-Varying Predictability in Mutual Fund Returns (with Vincent Glode, Burton Hollifield, and Shimon Kogan): March 2012. NBER Working Paper 15038.
- Do Security Analysts Discipline Credit Rating Agencies? (with Kingsley Fong, Harrison Hong, and Jeff Kubik): November 2014.
- Does Firm Organization Matter? Evidence from Centralized and Decentralized Mutual Funds (with Amit Seru): October 2015 (available upon request).
- Asset Allocation under Distribution Uncertainty: April 2011.
- Hedge Funds in the Aftermath of the Financial Crisis (with Stephen Brown, Alexander Ljungqvist, Anthony Lynch, Lasse Pedersen, and Matthew Richardson), in: Restoring Financial Stability (eds. Viral Acharya, Matthew Richardson). John Wiley & Sons, NJ 2009.
- Money Market Funds: How to Avoid “Breaking the Buck" (with Philipp Schnabl), in: Real Time Solutions for Financial Reform (eds. Viral Acharya, Thomas Cooley, Matthew Richardson, and Ingo Walter). John Wiley & Sons, NJ 2010.