- Time-Varying Fund Manager Skill (with Stijn van Nieuwerburgh and Laura Veldkamp): Journal of Finance, 2012, forthcoming.
- How Safe are Money Market Funds? (with Philipp Schnabl): Quarterly Journal of Economics, 2013, conditionally accepted.
- Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers (with Jason Chen and Hernan Ortiz-Molina): Review of Finance 16(2), 2012 (347-383).
- Labor Unions, Operating Flexibility, and the Cost of Equity (with Jason Chen and Hernan Ortiz-Molina): Journal of Financial and Quantitative Analysis 46, 2011 (25-58).
- Competition and Bias (with Harrison Hong): Quarterly Journal of Economics 125(4), 2010 (1683-1725).
- When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 (with Philipp Schnabl): Journal of Economic Perspectives 24, 2010 (29-50).
- The Price of Sin: The Effects of Social Norms on Markets (with Harrison Hong): Journal of Financial Economics 93, 2009 (15-36).Winner of the Commonfund Institute Award for the best paper relevant to foundation and endowment asset management, presented at the EFA meeting, Zurich 2006. 2006 Moskowitz Prize (Honorable Mention) for Socially Responsible Investing Research, Berkeley 2006.
- List of Sin Stocks
- Unobserved Actions of Mutual Funds (with Clemens Sialm and Lu Zheng): Review of Financial Studies 21, 2008 (2379-2416). Lead Article.
- Industry Concentration and Mutual Fund Performance (with Clemens Sialm and Lu Zheng): Journal of Investment Management 5, 2007 (50-64).
- Fund Manager Use of Public Information: New Evidence on Managerial Skills (with Amit Seru): Journal of Finance 62, 2007 (485-528). Lead Article. Nominated for the Smith-Breeden Award.
- On the Industry Concentration of Actively Managed Mutual Funds (with Clemens Sialm and Lu Zheng): Journal of Finance 60, 2005 (1983-2012). Nominated for the Smith-Breeden Award.
- Do Security Analysts Discipline Credit Rating Agencies? (with Kingsley Fong, Harrison Hong, and Jeff Kubik): December 2011.
- Time-Varying Predictability in Mutual Fund Returns (with Vincent Glode, Burton Hollifield, and Shimon Kogan): March 2011. NBER Working Paper 15038.
- Rational Attention Allocation over the Business Cycle (with Stijn van Nieuwerburgh and Laura Veldkamp): May 2011. (Technical Appendix) Q-Group Research Grant Award 2009.
- Asset Allocation under Distribution Uncertainty : April 2011.