Publications
1.Transitory Market States and the Joint Occurrence of Momentum and Mean Reversion, 2012, with Ron Balvers and Li Gu.
2. Sales order backlogs and momentum profits, 2010, with Li Gu, Journal of Banking and Finance.
3. Technology propects and asset returns, 2010, with Paul Hsu, Journal of Empirical Finance.
4. Cash, investments and asset returns, 2009, with Fang Wang, Journal of Banking and Finance.
5. Evaluation of linear asset pricing models by implied portfolio performance, 2009, with Ron Balvers, Journal of Banking and Finance.
6. Money and (C)CAPM, 2009, with Ron Balvers, Journal of Financial and Quantative Analysis.
7. Productivity-based asset pricing: Theory and evidence, 2007, with Ron Balvers, Journal of Financial Economics.
8. Market states and International momentum trading strategies, 2006, Quarterly Review of Economics and Finance.