- Do US Stock Markets Typically Overreact to
Corporate News Stories?
- (with Murray Z. Frank, October 24, 2005. A separate
detailed
technical appendix has many extra tables with
robustness checks and additional results.
- Internet
Stock Message Boards and Stock Returns
- (with Murray Z. Frank) This is the second version of
this paper, released on November 7, 2002. A newer version
of this paper is available under the title Does Talk
Matter? Evidence from a Board Cross Section of
Stocks (download)
- Random-Effects Estimation for Spatially
Autocorrelated Unbalanced Panel Data: Geographic
Aggregation Biases and the Case of Transboundary Air
Pollution
- Presented at the Econometric Society Summer Meeting
at UCLA, June 2002. The paper is available on the web in
the
Proceedings of the 2002 North American Summer
Meetings of the Econometric Society: Economic
Theory, edited by David K. Levine and William
Zame.
- Is the
Canadian Dollar in Secular Decline? - Empirical Evidence
on Purchasing Power Parity and the Links Between Exchange
Rate Volatility, Transborder Capital Flows, and
News
- working paper presented at the Ryerson University
conference on Exchange Rates, Economic Integration, and
the International Economy in Toronto on May 17-19, 2002.