- Ph.D. Finance, University of Utah, 2007
- FIN 421, Investments, Spring
- FIN 525, Empirical Methods in Finance, Spring
- Theoretical and empirical research on the overlap between market microstructure and classical fields in finance: asset pricing, corporate finance.
Publications and Working Papers
- "Noisy Prices and Inference Regarding Returns," with Elena Asparouhova and Hendrik Bessembinder, The Journal of Finance,
2013, v.68, pp.665-714. Notes to LaTex Users publishing in the Journal of Finance.
- "Liquidity Biases in Asset Pricing Tests," Elena N. Asparouhova, Hendrik (Hank) Bessembinder and IvalinaKalcheva, Journal of Financial Economics (JFE), 2010, v.96, pp.215-237. Notes to SAS Users.
- "International Evidence on Cash Holdings and Expected Managerial Agency Problems," with Karl V. Lins, Review of Financial Studies, 2007, v.20, pp. 1087-1112.
- "Short Sales and the Weekend Effect - Evidence
from a Natural Experiment," with Pengjie Gao, Jia Hao and Tongshu Ma, Journal of Financial Markets, forthcoming.
- "Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed Income Markets,"
with Laura Cardella, Jia Hao and Yung-Yu Ma, The Financial Review,
2014, v.49, pp.231–243.
"Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange," with Pengjie Gao, Jia Hao and Tongshu Ma, working paper. [Winner of 2011 FMA Best Paper Award in Market Microstructure (sponsored by NASDAQ)]
"Make and Take Fees in the U.S. Equity Market," with Laura Cardella and Jia Hao, working paper. [Winner of 2012 FMA Best Paper Award in Market Microstructure (sponsored by NASDAQ)]