Publications

The Causal Effects of Proximity on Investment:  Evidence from Flight Introductions (With Jesse Ellis and Leonardo Madureira)
Journal of Financial and Quantitative Analysis 55 (2020), 1978-2004.

The Only Fund in Town? Geographic Segmentation in the U.S. Mutual Fund Industry (With Jesse Ellis)
Financial Management 47 (2018), 715-737.

Comovement and Investment Banking Networks (With Gustavo Grullon and James Weston.)
Journal of Financial Economics 113 (2014), 73-89.

Geographic Proximity and Price Discovery: Evidence from Nasdaq. (With Amber Anand, Vladimir Gatchev, Leonardo Madureira, and Christo Pirinsky.)
Journal of Financial Markets 14 (2011), 193-226 (lead article).

Has the Propensity to Pay Out Declined? (With Gustavo Grullon, Bradley Paye, and James Weston.)
Journal of Financial and Quantitative Analysis 46 (2011), 1-24 (lead article).

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis. (With Chris Downing and Yuhang Xing.)
Journal of Financial and Quantitative Analysis 44 (2009), 1081-1102.

The Cross-Market Information Content of Stock and Bond Order Flow.
Journal of Financial Markets 12 (2009), 268-289.

Information, Sell-Side Research, and Market Making. (With Leonardo Madureira.)
Journal of Financial Economics 90 (2008), 105-126 (lead article).

Price Discovery in the Treasury Futures Market. (With Michael Brandt and Kenneth Kavajecz.)
Journal of Futures Markets 27 (2007), 1021-1051 (lead article).