New & Forthcoming Faculty Publications
Fabricio, M. Perez and Seung Ahn, 2010, GMM Estimation of the Number of Latent Factors: With Application to International Stock Markets. Journal of Empirical Finance, Volume 17, Issue 4, September, pages 783-802.
Shkilko, Andriy, B. Van Ness and R. Van Ness, 2010, Short Selling and Intraday Price Pressures, Forthcoming in Financial Management
Kalimipalli, Madhu and Subhankar Nayak, "Liquidity vs. Volatility? Evidence from the US Corporate Bond Market", Accepted, Journal of Financial Intermediation
