Code & Data

Below is the Stata Code and hand-collected data (where available) for each respective paper.
If used, please properly cite the paper.

Publications

“Law of One Price Violation in Parent-Subsidiary Price Relations” – Coauthored with Anne Anderson - Forthcoming Critical Finance Review.

“Cash Flow Growth and Stock Returns”
Journal of Financial Research, vol. 44.2, pg 371– 402.

“Conditional Violation of Weak-Form Market Efficiency” Managerial Finance, vol. 46.7, pg 935-954.


Working Papers

 

“Consumer Welfare Under Artificial Intelligence Production: The Declension towards Monopolistic Pricing Power” Coauthored with Navid Aghakhani, Michael Erskin, Misa Faezipour, Wisarut Suwanprasert. Under review at Technological Forecasting & Social Change (ABDC A).

“Do Analysts Cater to Investor Demand?” – Coauthored with Miran Hossain and Jon Taylor. Presented at the 2018 SWFA meeting and 2019 SFA meeting. Under review at Quarterly Journal of Finance (ABDC A).

“The Lifecycle of Firms and Corporate Debt Issues” Coauthored with Charles Danso. Presented at 2019 SWFA. Under review at Applied Economics (ABDC A).

“Operating Leverage’s Role in Stock Returns and the Value Premium: International Evidence” – Coauthored with Luis Garcia. Presented at 2017 FMA Doctoral Consortium and 2019 EFA meeting.

“Unexciting and Under Examined: Over Performance in Midcap Stock Returns” – Coauthored with Margarita Kaprielyan. Presented at 2020 AFS meeting.

Work in Progress

 

“Foreign Corrupt Practices and Shareholder Value: Evidence on the Effectiveness of Bribery” – Coauthored with Charles Danso and Miran Hossain.

“Portfolio Implications of MNC Firms” – Coauthored with Charles Danso and Margarita Kaprielyan.

“Simultaneous Analyst Coverage and the Reduction of the Risk-Arb Spread” – Coauthored with Miran Hossain and Jon Taylor.

“Time Variation in Stock Market Cointegration” – Coauthored with Margarita Kaprielyan.