Working Papers

  • “The Valuation of Stock Index Options,”(with M. Brenner and G. Courtadon).
  • “The Term Structure of Interest Rate Futures Prices,” (with R. C. Stapleton).
  • “Credit Risk and the Yen Interest Rate Swap Market,” (with Y. H. Eom and J. Uno).
  • “Incremental Risk Vulnerability,” (with G. Franke and R. C. Stapleton).
  • “Sourcing Strategies for Online Retail Marketplaces,” (previously “Optimal Timing of Inventory Decisions with Price Uncertainty,”)(with V. Gaur, N. Osadchiy and S. Seshadri).
  • “Background Risk and Trading in a Full-Information Rational Expectations Economy,” (with R.C. Stapleton and Q. Zeng).
  • “Private Placements to Owner-Managers: Theory and Evidence,” (with V.R Anshuman and V.Panchapagesan).
  • “Liquidity and Portfolio Management: an Intra-day Analysis,” (with J. Cherian, M.R. Hu and S. Mahanti).
  • “The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis,” (with L. Pelizzon, D. Tomio and J. Uno).
  • “Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange Pre-Opening Period and the Opening Batch Auction,” (with M. Bellia, L. Pelizzon, J. Uno and D. Yuferova), Management Science, 1st Round.
  • “Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan,”(with L. Pelizzon, R. Tobe and J. Uno).
  • “Coming Early to the Party,” (with M. Bellia, L. Pelizzon, J. Uno and D. Yuferova).
  • “The Linkage between Primary- and Secondary Markets for European Sovereign Debt: Free Flow or Bottleneck?,” (with A. Eisl, C. Ochs, N. Osadchiy).