Research Interests

• Option pricing and hedging, asset valuation, market microstructure

Selected Publications

• "Discretionary Reductions in Warrant Exercise Prices," Journal of Financial Economics (coauthor with Howe)
• "How the Equity Market Responds to Unanticipated Events," Journal of Business (coauthor with Patel and Brooks)
• "A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening," Journal of Financial and Quantitative Analysis (coauthor with Brooks)

Teaching & Professional Experience

• Presented papers at national finance conferences, including Western Finance Association, American Finance Association, Financial Management Association and RISK conferences

Degrees

• Ph.D., M.A., University of Missouri at Columbia;
• B.S., Beijing University

Specialties

• Financial options andfutures
• Derivative securities
• Investments