• “What Problem Do Intermediaries Solve? Evidence From Real Estate Markets (2024) (with Darren Aiello and Mark Garmaise) Forthcoming, Review of Financial Studies. [PDF]


• “Private Equity Indices Based on Secondary Market Transactions (with Brian Boyer, Keith Vorkink, and Michael Weisbach), Journal of Finance, 2023, 78, 835-885, winner of the 2022 Q-Group Jack Treynor Prize. [PDF]


• “Real Effects of Search Frictions in Consumer Credit Markets.” Taylor Nadauld, Bronson Argyle, and Christopher John Palmer. The Review of Financial Studies. Vol. 36, No. 7 (2023): 2685-2720. [PDF]


• “The Capitalization of Consumer Financing into durable Goods Prices,” with Bronson Argyle, Christopher Palmer, and Ryan Pratt. Journal of Finance., 2021, 76(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, 122(C), 17-37. [PDF]


• “Monthly Payment Targeting and the Demand for Maturity,” with Bronson Argyle and Christopher Palmer. Review of Financial Studies., 2020, 33, 5416–5462 [PDF]


• “Credit Supply and the Rise in College Tuition,” with David Lucca and Karen Shen. Review of Financial Studies., 2019, 32(2), 404–453 [PDF]


• “The Liquidity Cost of Private Equity Investments,” with Berk Sensoy, Mike Weisbach, and Keith Vorkink. Journal of Financial Economics., 2019, 132, 158–181 [PDF]


• “Final Demand for Structured Finance Securities,” with Craig Merrill and Phil Strahan. Management Science., 2018, 65(1), 390–412 [PDF]


• “A Direct Test of Agency Theories of Debt,” with Yilin Huang. Management Science., 2017, 65, 1792–1809 [PDF]


• “Why Did Holdings of Highly Rated Securitization Tranches Differ So Much across Banks,” with Isil Erel and Rene Stulz. Review of Financial Studies, 2014, 27(2), 404–453 [PDF]


• “The Impact of Securitization on the Expansion of Subprime Credit,” with Shane M. Sherlund. Journal of Financial Economics, 2013, 107(2), 454–476 [PDF]


• “Did Securitization Affect the Cost of Corporate Debt,” with Michael S. Weisbach. Journal of Financial Economics, 2012, 105(2), 332–352 [PDF]


• “List Prices, Sale Prices, and Marketing Time,” with Don Haurin, Jessica Haurin, and Anthony Sanders. Real Estate Economics., Winter 2010, 28(4), 659–685 [PDF]

Papers Under Review:

• “Sticky Deposits, not Depositors,” with Bronson Argyle, Jason Kotter, Ben Iverson, and Christopher Palmer, April 2025. [PDF]

Working Papers:

• “Correlated Collateral,” with Shane Sherlund and Keith Vorkink. 2011. [PDF]