Specialties

Positions Held

Joined the University of Washington in 2003
Lecturer at the University of Rochester Simon Graudate School of Business Administration, 2002
Consultant and Staff Auditor, Price Waterhouse, (1992-1994)

Selected Publications

• "Why is PIN Priced?" with Jefferson Duarte, Journal of Financial Economics, Vol. 91, Issue 2, February 2009, pp. 119-252, Lead Article.
  
  
• “Information Asymmetry, Information Dispersion and the Effect of Regulation FD on the Cost of Capital,” with Jefferson Duarte, Jarad Harford and Xi Han, Journal of Financial Economics, Vol. 87, 2008, pp. 24-44.
  
  

Papers Under Review

• "Trading Activity, Price Patterns and Overreaction", 2nd round review, Journal of Finance.
  
  
• "Foreign listings, US equity markets, and the impact of the Sarbanes-Oxley Act", 1st round review, Journal of Finance.
  
  
• "Trust and Credit" with Jefferson Duarte and Stephan Siegel, 1st round review, Journal of Finance.
  
  

Current Research

Empirical asset pricing, behavioral finance and capital market anomalies.

Working Papers

“To lend or not to lend: Revealed preferences for race, gender and appearance” with Jefferson

Duarte and Stephan Siegal.

“Why Does Corporate Governance Explain Credit Spreads.” with Jefferson Duarte and Fan Yu.
"Conditional Variance Decompositions" with Jay Shanken.
"Momentum and the Macroeconomy".
“Multivariate Regime Switching Models: A Bayesian Approach” with Gregory Bauer.

Honors and Awards

Undergraduate Faculty of the Year for Finance & Business Economics (2009)
MBA Elective Professor of the Year, Class of 2008 (2008)
Evening MBA Professor of the Year, Class of 2008 (2008)
Evening MBA Professor of the Quarter for Spring (2008)
Evening MBA Professor of the Year, Class of 2007 (2007)
Undergraduate Professor of the Quarter for Spring for Finance (2006)

Academic Service

Reviewer for

Journal of Finance,

Journal of Financial Economics

Journal of Financial and Quantitative Analysis