publication venue for
- Subsidizing liquidity: The impact of make/take fees on market quality. 70:509-536. 2015
- News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns. 59:755-793. 2004
- Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies. 55:745-772. 2000
- Predicting Stock Returns in an Efficient Market. 45:1109-1109. 1990
- Predicting Stock Returns in an Efficient Market. 45:1109-1128. 1990
- A Note on Simple Criteria for Optimal Portfolio Selection. 43:241-245. 1988
- Portfolio Analysis Using Single Index, Multi‐Index, and Constant Correlation Models: A Unified Treatment. 39:1469-1483. 1984