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嶄猟井云 |
| Working Papers | |
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Liquidity and Market Crashes, with J. Huang, 2007. [download pdf] |
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Market Liquidity, Asset Prices and Welfare, with J. Huang,
2007. [download pdf] |
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Asset Prices Under
Short-Sale Constraints, with Y. Bai and E. Chang, 2006. |
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Optimal Trading
Policy and Demand/Supply Dynamics, with A. Obizhaeva,
2005. |
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How to Tell If
A Money Manager Knows More, with S. Iskoz, 2002 (NBER
Working Paper No. 9791). |