- Wiley Dodd-Frank Paper-2013
- Conditional Performance Evaluation, 2012
- Short-biased funds, Journal of Banking and Finance, 2011
- Mutual Fund Taxonomy paper, IIM-B Management Review, 2010
- Conditional CAPM and mutual funds, 2010
- Full Framework Paper, 2007
- EPW version of full framework paper, 2007
- Journal of Trading, 2006
- Momentum Trading by Institutions, Journal of Finance, 2002
- Tobin’s q, Journal of Financial Economics, 1997
- Characteristics of Common Stock Holdings of Insurance Companies, 1996
- Journal of Regulatory Economics, 1996
- Shepherds and Sheep, Review of Financial Studies, 1995
- Journal of Business Finance and Accounting, 1994
- Review of Quantitative Finance and Accounting, 1993
- International Review of Economics and Finance, 1993
- Portfolio Management Using a Factor Analytic Stock Selection Strategy, 1992
- Tax Motivated Trading Behavior, Journal of Finance, 1991
- A Data-analytic look at skewness… Journal of Business and Economic Statistics, 1991
- Patterns of Institutional Investment…, Journal of Risk and Insurance, 1989
- On Measuring Skewness and Elongation…Journal of Business, 1988