The “Out-of-sample” Performance of Long-Run Risk Models (with Wayne Ferson and Biqin Xie). Journal of Financial Economics, 107 (3), March 2013: 537-556.
Predicting Restatements in Macroeconomic Indicators using Accounting Information (with Maria Ogneva). The Accounting Review, 92(2), 2017: 151-182.
Accrual Quality, Skill, and the Cross-Section of Mutual Fund Returns (with Maria Ogneva). Review of Accounting Studies, 22(2), 2017: 503-542. (Lead article).
Uncertainty and Sectoral Shifts: The Interaction between Firm-Level and Aggregate-Level Shocks and Macroeconomic Activity (with Alon Kalay and Gil Sadka). Management Science, 2016: 1-18.
Changes in Accrual Properties and Operating Environment: Implications for Cash Flow Predictability (with Mani Sethuraman and Mohan Venkatachalam). Journal of Accounting and Economics, 69 (2-3), 2020: 101313.
The Role of Taxes in the Disconnect between Corporate Performance and Economic Growth (with Urooj Khan and Ethan Rouen). Management Science, 11(11), 2020: 5427-5447
ETF Activity and Informational Efficiency of Underlying Securities (with Lawrence Glosten and Yuan Zou). Management Science, 67 (1), 2021: 22-47.
Consequences of More Frequent Reporting: The U.K. Experience (with Robert Pozen and Shivaram Rajgopal). Journal of Law, Finance and Accounting, 6(1), 2021:51-88.
Aggregate Accruals and Market Returns: The Role of Aggregate M&A Activity (with John Heater and Mohan Venkatachalam). Journal of Accounting and Economics, 72 (2-3), 2021:101432.
Discussion of “ETFs and Information Transfer Across Firms.” . Journal of Accounting and Economics, 70 (2-3), 2020: 101358.
The “Out-of-sample” Performance of Long-Run Risk Models (with Wayne Ferson and Biqin Xie). Finance and Accounting Memos, Jan 2014: 105-107.
Impact of Reporting Frequency on UK Public Companies (with Robert Pozen and Shivaram Rajgopal). Research Foundation Briefs, March 2017: 1-20.