Assistant Professor of Finance
Jindal School of Management
University of Texas at Dallas
800 Campbell Road SM31
Richardson, TX, 75080
e-mail: [email protected]
· PhD Finance, UCLA (2006)
· PhD Mathematical Finance, University of Brescia, Italy (2002)
· Does Hedging with Derivatives Reduce the Cost of Corporate Debt? The Role of Basis Risk (with Sriya Anbil and Heather Tookes), Forthcoming, Journal of Financial Stability.
· Leverage and the Interaction Between Firms and Non-financial Stakeholders: Evidence from Contract Negotiations and Union Strikes (with Brett Myers), 2016, Management Science, 62(11), 3235-3253. [Data].
· Complex Securities and Reputation: Do Reputable Underwriters Produce Better Securities? (with John Griffin and Richard Lowery), 2014, Review of Financial Studies, 27(10), 2872-2925.
· Corporate Leverage, Debt Maturity and Credit Supply: The Role of Credit Default Swaps (with Heather Tookes), 2013, Review of Financial Studies, 26(5), 1190-1247. [Data].
· Why Did Auction Rate Bond Auctions Fail during 2007-2008? (with Baixiao Liu and John McConnell), 2010, Journal of Fixed Income, 20, 5-18.
· Auction Failures and the Market for Auction Rate Securities (with John McConnell), 2010, Journal of Financial Economics, 97, 451-469.
· Marginal Fuel Switching and Price Volatility in PJM (with Anastasia Shcherbakova and Jeremy Lin)
Permanent Working Papers
Work in Progress
· Endogenous Option Pricing
· Empirical Asset Pricing, Capital Structure, Credit Risk, Structured Finance