Recent Working Papers

    2017 with P. Fontaine and S. Jimenez-Garces
    Forthcoming Review of Finance
    Additional:  Internet Appendix


Published & Forthcoming Papers


    2012 with R. Burlacu, P. Fontaine, and S. Jimenez-Garces
    Journal of Financial Economics  105, 511-522
    -- Associated Internet Appendix for the above paper

    2011 with C. Liu
    Economics Letters  112, 132-134
    --  Associated Internet Appendix for the above paper

    2010 with N. Zhu
    Journal of Finance  65(5) October, 1987-2011
    -- Associated Internet Appendix for the above paper

    The Role of Market Maker Inventories and Revenues"
    2010 with C. Comerton-Forde, T. Hendershott, Jones, and P. Moulton
    Journal of Finance  65 (1), 295-331
    -- FMA Best Paper Award in Market Microstructure
    -- Associated Internet Appendix for the above paper

    2008 with S. Andrade and C. Chang
    Journal of Financial Economics  88 (2), May, 406-423.        

    2007 with T. Hendershott
    American Economic Review P&P  97 (2), May, 210-214

    2007 with J. Sagi
    Journal of Financial Economics  84 (2), 389-434

    2007 with G. Wu
    Journal of Empirical Finance 14, 590-610
    Lead Article in Issue.         

    2008 with L. Feng
    Pacific Basin Finance Journal 16 (1-2), 44-60
    -- Associated Internet Appendix for the above paper


    2004 with L. Feng
    Journal of Finance  LIX, 5, October, 2117-2144
    Nominated for the Smith Breeden Prize

  • "Bailing-In"
    2004 with M. McBrady
    Journal of Restructuring Finance, 1, 1, 49-78
    -- Winner Best Paper Award, Global Finance Conference, 2001.        

    2001 with K. Froot and P. O'Connell
    Journal of Financial Economics  59, 151-193
    -- Lead Article in Issue


Book Chapter

    2010 in H. Kent Baker and John Nofsinger (eds.)
    Behavioral Finance: Investors, Corporations, and Markets
    Hoboken, NJ: John Wiley & Sons, Inc.
    -- Associated discussion questions to accompany above chapter


Case Studies

  • Froot, Kenneth A. and Mark S. Seasholes, 2000, "USAA:  Catastrophe Risk
    Financing," HBS Case: N9-298-007          

  • Froot, Kenneth A. and Mark S. Seasholes, 2000, "Telmex PRIDES," HBS
    Case: N9-296-009          

  • Froot, Kenneth A., Matthew McBrady, and Mark S. Seasholes, 2000, "Futures
    on the Mexican Peso," HBS Case: N9-296-004
Papers