2.
Market Timing with CAY (with S.
Andrade and I. Babenko).
o
Journal of Portfolio Management
32 (2), Winter 2006, pages 70-80.
o View
the PDF
3.
Can Real Options Explain Financing
Behavior? ,(Job Market Paper).
o
Journal of Financial Economics,
Volume 89, Issue 2, August 2008, pages 232-252.
o View
the PDF
4.
Analyzing the Tax
Benefits from Employee Stock Options,”, (with I. Babenko).
o
Journal of Finance, Vol.
64, No. 4, August 2009, pages 1797-1825.
o
View
the PDF
5.
Employee Stock Options
and Investment, (with I. Babenko and M. Lemmon).
o
Journal of Finance, Vol.
66, No. 3, June 2011, pages 981-1009.
o View
the PDF
6.
The Credibility of Open Market
Share Repurchase Signaling,” (with Ilona Babenko and Alexander
Vedrashko).
o
Journal
of Financial and Quantitative Analysis,
forthcoming.
o View
the PDF
Working Papers
7.
Repurchasing Debt, (with Lei Mao),
Working paper, (presented at the AFA 2010), January 2012.
o
View
the PDF
8.
Real Investment with Financial
Hedging, (with Ilona Babenko), Working paper, January 2012.
o
View
the PDF
9.
Agency Implications of Equity
Market Timing, (with Ilona Babenko and PengCheng Wan), Working paper,
December 2011.
o
View
the PDF
10.
Can Idiosyncratic Cash Flow Shocks
Explain Asset Pricing Anomalies? (with Ilona
Babenko and Oliver Boguth).
o
View
the PDF
11. Debt Covenants and the
Firm's Commitment to Optimal Investment (with Ilona Babenko and Kirak
Kim).
o
View
the PDF
12.
Call Policy for Convertible Bonds
and Signaling, Working paper, August 2010.
o
View
the PDF
13.
Dynamic hedging incentives, debt,
and warrants, Working Paper, January 2006.
o
View
the PDF
Data
1.
Marginal Tax Rates from “Analyzing
the Tax Benefits from Employee Stock Option”
o
Currently not posted. Please
e-mail.
2.
The implicit current-future
shareholder value maximization, from “Agency Implications of Equity
Market Timing”.
o
Description of data
o
Download
data here
