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Finance and securities

Options and Market Efficiency: A Big Data Approach

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Lambert Academic Publishing, 2020

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Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Berkeley Business Law Journal, 2019

("the top commercial law journal in the country")

SSRN:

https://ssrn.com/abstract=3147071  

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An Option Theoretic Approach to Market Efficiency

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Annals of Financial Economics, 2019 

SSRN:

http://ssrn.com/abstract=3178740

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Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

With Stephen O’Brien

Santa Clara Law Review, 2015

Profiled on the website of Stanford University

(http://securities.stanford.edu/resources-academic.html) 

SSRN:

https://ssrn.com/abstract=2557174 

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Market Efficiency - A Structural Study

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Market Efficiency - A Structural Study

SSRN:

http://ssrn.com/abstract=3742378


Download regression results: https://drive.google.com/drive/folders/1VCydoyF9iHkj4UQo1TL36ZWR02DNFKwQ?usp=sharing 

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Capital Asset Pricing Model (CAPM)

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Market Efficiency - A Structural Study

In David Teece and Mie Augier (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

(the ultimate curation of scholarly writing)

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Intellectual Property

Nash Bargaining Solution in I.P. Litigation; VirnetX and Analysis of the Court's Decision

Journal of International Business & Law, 2020 

SSRN: https://ssrn.com/abstract=2981024

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Competition and Antitrust

The Economics and Antitrust of Bundling

Journal of Business, Entrepreneurship and the Law, 2020 

SSRN: http://ssrn.com/abstract=3384230

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Short-run Constraints and Price Wars

SSRN:  https://ssrn.com/abstract=2980230  

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Strong Non-Monotonicty of Equilibrium Price - Static and Dynamic Models

SSRN:  https://ssrn.com/abstract=2980215 

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Price Discrimination

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

SSRN: https://ssrn.com/abstract=2981084

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Bertrand Competition

With Edward Sherry

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

SSRN: https://ssrn.com/abstract=298

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Multistage Games

With Edward Sherry

In David Teece and Mie Augier (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

SSRN: https://ssrn.com/abstract=2981092

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Repeated Games

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

SSRN: https://ssrn.com/abstract=2981086

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When Principals Elect Agents

With Ray Ball and Glenn MacDonald

In Peter Bardsley and Vance Martin (eds.)

Econometric Society Australasian Meeting 1997 Proceedings, University of Melbourne, 1997 

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Non-Monotonicity of Equilibrium Price – Two Static Models

In Michael McAleer, Paul Miller, Anthony Hall, and William Schworm (eds.)

Econometric Society Australasian Meeting 1996 Proceedings, University of Western Australia,1996

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Quantitative Methods

The Scientific Method Versus Faith

SSRN :   http://ssrn.com/abstract=3650610 

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Intrinsic Uncertainty – An Explanation of the St. Petersburg Paradox

With Nripesh Podder 

SSRN:  https://ssrn.com/abstract=2980237 

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A Formal Model of Trust Based on Outcomes

With Timothy Devinney and Madan Pillutla

Academy of Management Review, 1998 

(over 1,050 citations)

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Linear Programming

In Mie Augier and David Teece (eds.)

The Palgrave Encyclopedia of Strategic Management, Palgrave Macmillan, 2014 

SSRN: https://ssrn.com/abstract=2981081

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