Liquidity and Market Crashes, with J. Huang, 2007. [下载pdf]
Market Liquidity, Asset Prices and Welfare, with J. Huang,
2007. [下载pdf]
Asset Prices Under
Short-Sale Constraints, with Y. Bai and E. Chang, 2006. [下载pdf]
Optimal Trading
Policy and Demand/Supply Dynamics, with A. Obizhaeva,
2005. [下载pdf]
Firms as Buyers of
Last Resort: Financing Constraints, Stock Returns and
Liquidity, with H. Hong and J.L. Yu, Journal of
Financial Economics, forthcoming, 2007. [下载pdf]