Index:
Publications in refereed journals
1. “Hedging, Speculation and Shareholder Value,” Journal of Financial Economics.(forthcoming). Co-author: Tim Adam.
2. “Wanna Dance? How Firms and Underwriters Choose Each Other,” Journal of Finance 60: 2437-2469 (2005). Co-authors: Vladimir Gatchev and Paul Spindt.
3. "Are Share Price Levels Informative? Evidence from the Ownership, Pricing, Turnover, and Performance of IPO Firms,” Journal of Financial Markets, 7: 377-403 (2004). Co-authors: Srinivasan Krishnamurthy and Paul Spindt.
4. “Commonality in Liquidity: The Transmission of Liquidity Shocks across Investors and Securities,” Journal of Financial Intermediation, 12: 233-254 (2003).
5. “Credit Enhancement Through Financial Engineering: Freeport-McMoRan’s Gold-Denominated Depositary Shares,” Journal of Financial Economics, 60 (2&3): 487-528 (2001). Co-authors: N.K. Chidambaran and Paul Spindt.
6. "Is Share Price Related to Marketability? Evidence from Open-end Mutual Fund Share Splits," Financial Management, 28(3): 15-31 (1999). Co-authors: Srinivasan Krishnamurthy and Paul Spindt.
7. “Strategic Gaming in Electric Power Markets,” European Journal of Operational Research, 130(1): 156-168 (2001). Co-authors: Paul Kleindorfer and D-J. Wu.
8. "Theory of Peak-Load Pricing: A Survey," Journal of Regulatory Economics, 8(3):215-248 (1995). Reprinted in The Foundations of Regulatory Economics edited by Robert Ekelund, Edward Elgar Publishers, International Library of Critical Writings in Economics, 1998. Co-authors: Michael Crew and Paul Kleindorfer.
9. "Peak-Load Pricing and Reliability Under Uncertainty," Journal of Regulatory Economics, 5:5-23 (1993). Co-author: Paul Kleindorfer.
10. "Integrated Resource Planning in Developing Countries with Environmental Costs," Energy Journal, 15(3): 93-121 (1994). Co-authors: Paul Kleindorfer and Mohan Munasinghe.
1. “Robbing Peter to Pay Paul: Informed Trading by Insiders with Liquidity Needs.”
2. “Commonality in Liquidity and Market Collapse: Theory and Application to the Market for Perps.” Co-authors: Richard Herring and Avanidhar Subrahmanyam.
3. “Why Do Share Price Levels Matter? Investor Clienteles and the Quality of Common Stocks” Co-authors: Vladimir Gatchev and Paul Spindt.
4. “Environmental Risk Management and the Cost of Capital” Co-author: Mark P. Sharfman.
Publications in books and conference proceedings:
1. “Dealing with Uncertainty: A Real Options Framework for Carbon Trading,” in Sustainable Energy in Developing Countries, edited by Peter Meier and Mohan Munasinghe, Edwar Elgar, Northampton, MA, 2005. Co-authors: Peter Meier and Mohan Munasinghe.
2. “Strategic Gaming in Electric Power Markets”, in Proceedings of the 33rd Annual Hawaii International Conference on System Sciences edited by R. Sprague, Jr., IEEE Computer Science Society Press, Los Alamitos, CA, 2000. Co-authors: Paul Kleindorfer and D.J. Wu.
3. “Credit Enhancement Through Targeted Risk Management: Freeport-McMoRan’s Gold Denominated Depositary Shares”, in Proceedings of the Chicago Risk Management Conference, Chicago, IL, 1998. Co-authors: N.K. Chidambaran and Paul Spindt.
4. "Investing in the Common Good: Financing Global Environmental Initiatives", in Energy, Environment and the Economy, edited by Paul Kleindorfer, Howard Kunreuther and David Hong, Edward Elgar Publishers, Cheltenham, 1996. Co-authors: Paul Kleindorfer and Mohan Munasinghe.
5. Integrating Financial and Physical Contracting in Electric Power Markets", in The Virtual Utility, edited by Shimon Awerbuch and Alistair Preston, Kluwer Academic Publishers, Boston, 1996. Co-author: Paul Kleindorfer.
6. "Utilities under Competition: an Options-based Market Approach", in Pricing and Regulatory Innovations under Increasing Competition edited by Michael Crew, Kluwer Academic Publishers, Boston, 1996. Co-authors: Michael Crew and Paul Kleindorfer.
7. "Financing Global Environmental Programs: Efficient Approaches to Cooperation and Institutional Design", in Global Climate Change: Economic and Policy Issues, edited by Mohan Munasinghe, The World Bank, Washington, DC, 1995. Co-authors: Kevin Fitzgerald, Paul Kleindorfer and Mohan Munasinghe.
8. "Pricing Priority Service: Theory versus Utility Practice", in Incentive Regulation for Public Utilities edited by Michael Crew, Kluwer Academic Publishers, Boston, 1994. Co-author: Michael Crew.