"Private Equity Indices Base on Secondary Market Transactions," with Brian Boyer, Keith Vorkink, and Michael Weisbach. Forthcoming Journal of Finance.. [PDF]
"The Capitalization of Consumer Financing into durable Goods Prices," with Bronson Argyle, Christopher Palmer, and Ryan Pratt. Journal of Finance., 2021, volume 76, Issue 1, 169-210 [PDF]
"Were there Fire Sales in the RMBS Market," with Craig Merrill, Shane Sherlund, and Rene Stulz. Journal of Monetary Economics, 2021, volume 122, issue C, 17-37. [PDF]
"Monthly Payment Targeting and the Demand for Maturity," with Bronson Argyle, and Christopher Palmer. Review of Financial Studies., 2020, volume 33, 5416–5462 [PDF]
"Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs," with David Lucca and Karen Shen. Review of Financial Studies., 2019, Volume 32 (2), 404-453 [PDF]
"The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," with Berk Sensoy, Mike Weisbach, and Keith Vorkink. Journal of Financial Economics., 2019, Volume 132, 158-181 [PDF]
"Final Demand for Structured Finance Securities," with Craig Merrill and Phil Strahan. Management Science., 2018, Volume 65 (1), 390-412 [PDF]
"A Direct Test of Agency Theories of Debt: Evidence from RMBS" with Yilin Huang. Management Science., 2017, Volume 65, 1792-1809 [PDF]
"Why Did Holdings of Highly Rated Securitization Tranches Differ So Much across Banks," with Isil Erel and Rene Stulz. The Review of Financial Studies, 2014 Volume 27(2), 404-453. [PDF]
"The Impact of Securitization on the Expansion of Subprime Credit," with Shane M. Sherlund. Journal of Financial Economics, 2013 Volume 107 (2), 454-476. [PDF]
"Did Securitization Affect the Cost of Corporate Debt," with Michael S. Weisbach. Journal of Financial Economics, 2012 Volume 105 (2), 332-352. [PDF]
"List Prices, Sale Prices, and Marketing Time: An Application to U.S. Housing Markets," 2010, with Don Haurin, Jessica Haurin, and Anthony Sanders. Real Estate Economics. Winter 2010, 28(4), 659-685, [PDF]
Papers Under Review:
"Real Effects of Search Frictions in Consumer Credit Markets," with Bronson Argyle, and Christopher Palmer. Revision requested, Review of Financial Studies.. [PDF]
Working Papers:
"Correlated Collateral," with Shane Sherlund and Keith Vorkink. 2011. [PDF]
"What Problem do Intermediaries Solve: Evidence from Real Estate Markets," with Darren Aiello and Mark Garmaise, 2022.