MIT Sloan School of Management
   
   
 
  Working Papers
 
  Liquidity and Market Crashes, with J. Huang, 2007.
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  Market Liquidity, Asset Prices and Welfare, with J. Huang, 2007.
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Asset Prices Under Short-Sale Constraints, with Y. Bai and E. Chang, 2006.
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Optimal Trading Policy and Demand/Supply Dynamics, with A. Obizhaeva, 2005.
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How to Tell If A Money Manager Knows More, with S. Iskoz, 2002 (NBER Working Paper No. 9791).
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