| REFEREED PUBLICATIONS |
| "Analyst forecasts and the cross-section of European stock returns," Financial Markets, Institutions & Instruments, Forthcoming 2006, Co-Authors: Phillip J. McKnight |
| "Compensation for managers with career concerns: the role of stock options in optimal contracts," Journal of Corporate Finance, 11 2005, Co-Authors: Tom Nohel |
| "Stock options and managerial incentives to invest," Journal of Derivatives Accounting, Vol. 1, No. 1, 2004, Co-Authors: Tom Nohel |
| "Performance evaluation with stochastic discount factors," Journal of Business 75, 2002, Co-Authors: Heber Farnsworth, Wayne Ferson, David Jackson |
| "The effects of securitization on consumer mortgage costs," Real Estate Economics, December 2000 |
| PAPERS PRESENTED AT PROFESSIONAL MEETINGS |
| "Forecast bias and analyst independence," Midwest Finance Association meeting, Chicago, 2009, Co-presenting: Phillip J. McKnight |
| "Managerial incentives, endogeneity and firm value," European FMA meeting, Leeds, U.K., 2005 , Co-presenting: Tom Nohel |
| "The decision to repurchase debt," FMA annual meeting, Chicago, 2005 , Co-presenting: Timothy Kruse and Tom Nohel |
| "The decision to repurchase debt," University of Michigan, Ann Arbor, 2004 , Co-presenting: Timothy Kruse, Tom Nohel |
| "Managerial incentives, endogeneity and firm value," University of Michigan, Ann Arbor, 2004 , Co-presenting: Tom Nohel |
| "The determinants of momentum in the United Kingdom," European FMA meeting, Basel, 2004 , Co-presenting: Tony Hou, Phillip McKnight |
| "Compensation for managers with career concerns: the role of stock options in optimal contracts," York University, Toronto, 2003 |
"Compensation for managers with career concerns: the role of stock options in optimal contracts," Global Finance Conference, Frankfurt, 2003 , Co-presenting: Tom Nohel
|
"European momentum strategies and analyst herding," Washington University in St. Louis, 2003
|
"Compensation for managers with career concerns: the role of stock options in optimal contracts," Federal Reserve Bank, Chicago, 2002 , Co-presenting: T. Nohel
|
"Stock options and managerial incentives to invest," Financial Management Association meeting, San Antonio, 2002
|
"Stock options and managerial incentives to invest," Asia Pacific Finance Association meeting, Tokyo, 2002
|
"Stock options and managerial incentives to invest," European Financial Management Association meeting, London, 2002
|
"Stock options and managerial incentives to invest," Financial Management Association European, Copenhagen, 2002
|
"Stock options and managerial incentives to invest," Royal Economic Society meeting, Warwick, UK, 2002
|
"Optimal compensation for risk-averse executives with career concerns," York University, Toronto, 2001 , Co-presenting: T. Nohel
|
"Optimal compensation for risk-averse executives with career concerns," European Financial Management Association, Lugano, 2001
|
"Executive compensation, reputation, and risk-taking incentives," Financial Management Association, Seattle, 2000 , Co-presenting: Tom Nohel
|
"Performance evaluation with stochastic discount factors," Winter Finance Conference, Salt Lake City, 2000 , Co-presenting: W. Ferson
|
"Executive compensation, managerial risk aversion, and the choice of risky projects," Financial Management Association-International, Edinburgh, 2000
|
"Performance evaluation with stochastic discount factors," Midwest Finance Association, Chicago, 2000
|
| "The effects of securitization on consumer mortgage costs," Australasian Finance & Banking Conference, Sydney, 1999 |
| CONTRIBUTIONS OR CHAPTERS IN BOOKS |
"Credit Derivatives," Robert Kolb and James Overdahl eds., Companion to Financial Derivatives, (Wiley), 2009 |
"Structured Credit Products," Robert Kolb and James Overdahl eds., Companion to Financial Derivatives, (Wiley), 2009 |
"Credit Derivatives and Synthetic CDOs," Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi eds.,
Structured Products and Related Credit Derivatives, (Wiley), 2008, Co-Authors: Brian McManus, Dave Preston and Anik Ray |
"Basics of CDOs," Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi eds., Structured Products and Related Credit Derivatives, (Wiley), 2008, Co-Authors: Brian McManus, Dave Preston and Anik Ray |
"CDOs by Asset Type," Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi eds., Structured Products and Related Credit Derivatives, (Wiley),2008 , Co-Authors: Brian McManus, Dave Preston and Anik Ray |
"CDO Equity," Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi eds., Structured Products and Related Credit Derivatives, (Wiley), 2008, Co-Authors: Brian McManus, Dave Preston and Anik Ray |
"CDO Performance," Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi eds., Structured Products and Related Credit Derivatives, (Wiley), 2008, Co-Authors: Brian McManus, Dave Preston and Anik Ray | |
