Selected Papers

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