|MIT Sloan School of Management|
Liquidity of Corporate Bonds, with J. Bao and J. Pan,
Asset Pricing and the Credit Market, with F. Longstaff, 2008.
Market Liquidity, Asset Prices and Welfare, with J. Huang,
Asset Prices Under
Short-Sale Constraints, with Y. Bai and E. Chang, 2006.
Policy and Demand/Supply Dynamics, with A. Obizhaeva,
How to Tell If
A Money Manager Knows More, with S. Iskoz, 2002 (NBER
Working Paper No. 9791).