• "Competition, Comparative Performance, and Market Transparency" (with Bruce I. Carlin and Andrew Iannaccone). American Economic Journal: Microeconomics. 4: 202-237, 2012. [Link]
  • "Moral Hazard in Active Asset Management" (with David C. Brown) Journal of Financial Economics. 125: 311-325, 2017. [Link] [Online Appendix]
  • "The Unintended Consequences of Divestment" (with Edward D. Van Wesep) Journal of Financial Economics128: 558-575, 2018. [Link] 
  • “Investing for Impact” (with Bhagwan Chowdhry and Brian Waters) forthcoming at the Review of Financial Studies[Link]

    Working Papers
    • "Financing Efficiency of Securities-Based Crowdfunding" (with David C. Brown). [Link]
      • A previous version of this paper was distributed with the title "Equity Crowdfunding:  Harnessing the Wisdom of the Crowd."
      • Letter to the SEC regarding our findings and Regulation Crowdfunding (with David C. Brown). [Link]
    • "ETF Arbitrage and Return Predictability" (with David C. Brown and Matthew Ringgenberg). [Link]
    • "Speculation Sentiment" [Link]
    • "Investor Demand for Leverage: Evidence from Closed-End Funds" (with Robert Dam and S. Katie Moon). 
    • "Index Investing, Value-Weighted ETF Flows, and Non-Linear Price Impact: Implications for the Firm" (with David C. Brown and Matthew Ringgenberg).
    • Individual Traders and the Allocation of Scarce Attention” [Link]
    • Financial Advice and Discretion Limits” [Link]  
    • "The Implementation of State Sponsored Retirement Plans" (with Bruce I. Carlin). [Link]

    Work in Progress
    • "Home Bias in Equity Crowdfunding" (with David C. Brown and Mingfeng Lin).
    Pure Curiosity
    • The effect of the Ashley Madison hack announcement on temporary housing values (with Edward D. Van Wesep) [Link]

    Subpages (1): Temporary Housing Graph
    Shaun Davies,
    Dec 28, 2015, 1:11 PM
    Shaun Davies,
    Feb 22, 2018, 10:34 AM