Technological Revolutions and Stock Prices (with Lubos Pastor), 2009,
American Economic Review,99, 1451--1483.
Technical
Appendix.
Winner of the Barclays Global Investors Prize for the
Best Paper at the European Finance Association Conference.
Was There a NASDAQ Bubble in the Late 1990s? (with Lubos Pastor), 2006, Journal
of Financial Economics 81, 61 - 100; Technical
Appendix.
Winner
of the Fama/DFA Prize for the best paper in the
Journal of Financial Economics in the
Areas of Capital Markets and Asset Pricing (second prize).
Some
Facts About the Tech “Bubble” in the Late
1990s (modified
slides from NBER discussion), March 2006.
Q&A on
Market Bubbles (from smarteconomist.com,
May 2006).
Uncertainty,
learning and stock valuation:
Stock
Valuation and Learning about Profitability, (with Lubos Pastor), Journal of Finance ,
58, 5, October 2003. (Lead Article).
Winner of the Smith Breeden
First Prize for the Best Paper
in asset pricing on the Journal of
Finance in 2003.
How
Does Information Quality Affect Stock Returns? Journal of Finance ,
55, 2, April 2000.
Nominated for 2000 Smith Breeden Prize for best paper on the Journal
of Finance.
Uncertainty
and IPO waves:
Rational
IPO Waves, (with Lubos Pastor), Journal of Finance, 60, August 2005,
1713 – 1757.
Stock Market Crashes:
Rational
Panics and Stock Market Crashes (with Gadi Barlevy), Journal of Economic Theory,
110, 2, June 2003, Pages 234-263.