selected publications

• academic article

  • The Aggregate Behaviour of Individual Investors.  SSRN Electronic Journal.  2003
  • Trade Generation, Reputation and Sell-Side Analysts.  SSRN Electronic Journal.  2003
  • Unifying Underreaction Anomalies.  SSRN Electronic Journal.  2002
  • High Frequency Performance Monitoring.  SSRN Electronic Journal.  2001