• Publications
  • Influence
Global, Local, and Contagious Investor Sentiment
We construct investor sentiment indices for six major stock markets and decompose them into one global and six local indices. In a validation test, we find that relative sentiment is correlated withExpand
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Short selling, as compared to purchasing, faces greater risks and other potential impediments. This arbitrage asymmetry explains the negative relation between idiosyncratic volatility (IVOL) andExpand
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A Bernstein problem for special Lagrangian equations
We derive a Bernstein type result for the special Lagrangian equation, namely, any global convex solution must be quadratic. In terms of minimal surfaces, the result says that any global minimalExpand
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Market-Wide Attention, Trading, and Stock Returns
Market-wide attention-grabbing events — record levels for the Dow and front-page articles about the stock market — predict the trading behavior of investors and, in turn, market returns. BothExpand
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Individual participation in organizational information commons: The impact of team level social influence and technology-specific competence
This research extended earlier public goods research on individual incentives to use an organizational information commons that was based in Marwell and Oliver's (1993) collective action model. AExpand
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Extensive Testing of a Hybrid Genetic Algorithm for Solving Quadratic Assignment Problems
TLDR
A robust search algorithm should ideally exhibit reasonable performance on a diverse and varied set of problems. Expand
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Mining of Ebola virus entry inhibitors identifies approved drugs as two-pore channel pore blockers☆
Abstract Two-pore channels (TPCs) are Ca2+-permeable ion channels localised to the endo-lysosomal system where they regulate trafficking of various cargoes including viruses. As a result, TPCsExpand
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Anomalies Abroad: Beyond Data Mining
A pre-specified set of nine prominent U.S. equity return anomalies produce significant alphas in Canada, France, Germany, Japan, and the U.K. All of the anomalies are consistently significant acrossExpand
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Agonist-mediated switching of ion selectivity in TPC2 differentially promotes lysosomal function
Ion selectivity is a defining feature of a given ion channel and is considered immutable. Here we show that ion selectivity of the lysosomal ion channel TPC2, which is hotly debated (Calcraft et al.,Expand
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Directive emission based on anisotropic metamaterials
In this paper, we demonstrate highly directive emission based on anisotropic metamaterials with spatial dispersion of very narrow hyperbola. By embedding the source inside a slab of such material,Expand
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