Published/Accepted Papers

1. Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders, with Giancarlo Corsetti, Stephen Morris, and Hyun Song Shin, The Review of Economic Studies, 71(1), pp. 87-114, January 2004.

2. Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics, Journal of the European Economic Association, 2(6), pp. 1049-1084, December 2004.

3. Financial Equilibrium with Career Concerns, with Andrea Prat, Theoretical Economics, 1(1), pp. 67-93, March 2006.

4. Coordination and Delay in Global Games, Journal of Economic Theory, 134, 195-225, May 2007.

5. Incentives in funds management: a literature overview, with S. Bhattacharya, A. Guembel, and A. Prat, in The Handbook of Financial Intermediation and Banking (edited by A. Boot and A. Thakor), Elsevier, 2008.

6. Information aggregation in financial markets with career concerns, with Andrea Prat, Journal of Economic Theory, 143, 83-113, December 2008. [pdf file]

7. Managers as Administrators: Reputation and Incentives, with Yianis Sarafidis, Journal of Economic Behavior and Organization, 70, 155-163, May 2009. [pdf file]

8. Institutional Trade Persistence and Long-Term Equity Returns, with Andrea Prat and Michela Verardo, Journal of Finance, 66, 635-663, April 2011. [pdf file]

9. The Price Impact of Institutional Herding, with Andrea Prat and Michela Verardo, Revised: July 2010, The Review of Financial Studies, 24, 892-925, March 2011. [pdf file]

10. Regionality Revisited: An Examination of the Direction of Spread of Currency Crises, with Roberto Leon-Gonzalez and Anja Shortland, Revised: January 2011, Forthcoming in The Journal of International Money and Finance. [pdf file]

11. Dynamic Coordination with Individual Learning, with Jakub Steiner and Colin Stewart. November 2007; Revised August 2010, Forthcoming in Games and Economic Behavior. [pdf file]

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Working Papers

The Wall Street Walk when Blockholders Compete for Flows, with Giorgia Piacentino, May 2011; Revised September 2011.

Delegated Activism and Disclosure, with Kostas Zachariadis, July 2010; Revised August 2011.

Social Learning with Payoff Complementarities, November 3, 1999. Revised: May 10, 2000

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Publications in Other Fields

Mathematics:

An Intersection Property of Sylow 2-subgroups in nonsolvable groups, Mathematical Proceedings of the Cambridge Philosophical Society, 1997:122, pp. 261-8, with Arnold Feldman. (An extension of my undergraduate mathematics honors thesis.)

Astrophysics:

A Model of a Kuiper Belt Small Grain Population and Resulting Far-Infrared Emission, The Astrophysical Journal, 1995:450, pp. L35-L38, with Dana Backman and Robert Stencel.

Rotation Periods of Open Cluster Stars III, Publications of the Astronomical Society of the Pacific, 1995:107, pp. 211-8, with C. Prosser, M. Shetrone, D. Backman, B. Laaksonen, S. Baker, L. Marschall, B. Whitney, K. Kuijken, and J. Stauffer.

 

New Rotation Periods in the Pleiades: Interpreting Activity Indicators. The Astrophysical Journal, 1998:493, pp. 914-25, with A. Krishnamurthi, D. Terndrup, M. Pinsonneault, K. Sellgren, J. Stauffer, R. Schild, D. Backman, K. Beisser, D. Dahari, J. Hagelgans, M. Seeds, R. Anand, B. Laaksonen, L. Marschall, and T. Ramseyer.

 

Miscellaneous:

The Emerging Local Markets Term Structure Report, J.P Morgan and Co. Inc., Emerging Markets Research Client Publications, New York, September 2, 1997, with Karim Abdel-Motaal.

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Conferences I’ve co-organized

·        Workshop on Global Games, 18th Stony Brook Game Theory Festival, Stony Brook, NY. 19-20 July 2007.  Co-organized with Stephen Morris (Princeton) and Alessandro Pavan (Northwestern). 

·        New Directions in Asset Pricing and Risk Management, Financial Markets Group, London School of Economics, London, 15-16 June, 2006. Co-organized with Jon Danielsson (LSE).  My part of this conference was called “Agency Conflicts, Liquidity, and Asset Prices”.

·        Session on “Delegated Portfolio Management” at the 2004 Annual Meeting of the Society for Economic Design, Palma de Mallorca, 29 June – 3 July 2004.

 

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Research Links







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