“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).