SELECTED PAPERS AND PUBLICATIONS
- "A Bayesian
Approach to Real Options: The Case of Distinguishing Between Temporary
and Permanent Shocks," working paper, with Andrei Malenko, 2008.
- "Investment under Uncertainty
and Time-Inconsistent Preferences," Journal of Financial Economics 84
(lead article), with Neng Wang, 2007.
- "Investment Timing, Agency and
Information," Journal of Financial Economics 75 (lead article), with Neng
Wang, 2005.
- "An Equilibrium Analysis of
Real Estate Leases," Journal of Business, 2005.
- "Option Exercise Games: An
Application to the Equilibrium Investment Strategies of Firms," Review of
Financial Studies, 2002.
- "An Introduction to Option
Exercise Games," Journal of Applied Corporate Finance, 2000.
- "Game Choices: The
Intersection of Real Options and Game Theory," Editor, Risk Books,
2000.
- "Equilibrium with
Time-to-Build: A Real-Options Approach," New Developments in the Theory
and Applications of Real Options," Michael J. Brennan and Lenos
Trigeorgis, Real Options, Oxford University Press, 2000.
- "Information Revelation
Through Option Exercise," Review of Financial Studies 12, 1999.
- "Investment in Technological
Innovations: An Option Pricing Approach," Journal of Financial Economics
44, with Allen Weiss, 1997.
- "Risk-Based Capital Standards
and the Riskiness of Bank Portfolios: Credit and Factor Risks," Regional
Science and Urban Economics 26, with Brian Hall, 1996.
- "The Strategic Exercise of
Options: Development Cascades and Overbuilding in Real Estate Markets,"
Journal of Finance 51, 1996.
- "Leasing and Credit Risk,"
Journal of Financial Economics 42, 1996.
- "Valuing Lease Contracts: A
Real-Options Approach," Journal of Financial Economics 38, 1995.
- "The Persistence of Real
Estate Cycles," Journal of Real Estate Finance and Economics, 1995.
- "Flexibility and Tenant Mix in
Real Estate Projects," Journal of Urban Economics 38, 1995.
- "Local and National
Determinants of Office Vacancies," Journal of Urban Economics 37, 1995.
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