Commercializing Biomedical Research through Securitization Techniques
with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.
Privacy-Preserving Methods for Sharing Financial Risk Exposures
with Emmanuel A. Abbe and Amir E. Khandani, American Economic Review: Papers & Proceedings 102 (2012), 65-70.
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Mila Getmansky, and Loriana Pelizzon, Journal of Financial Economics 104 (2012), 535-559.
Reading About the Financial Crisis: A Twenty-One-Book Review
Journal of Economic Literature 50 (2012), 151-178.
When Are Contrarian Profits Due To Stock Market Overreaction?
with Craig MacKinlay, Review of Financial Studies 3 (1990), 175–205.
An Econometric Analysis of Nonsynchronous Trading
with Craig MacKinlay, Journal of Econometrics 45 (1990), 181–212.
Games of Survival in the Newspaper Industry
with Randolph Bucklin and Richard Caves, Applied Economics 21 (1989), 631–650.
The Size and Power of the Variance Ration Test in Finite Samples: A Monte Carlo Investigation
with Craig MacKinlay, Journal of Econometrics 40 (1989), 203-238.
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
with Craig MacKinlay, Review of Financial Studies 1 (1988), 41-66.
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data
Econometric Theory 4 (1988), 231-247.