Active Working Papers

1. Firm Age and Fluctuations in Idiosyncratic Risk  (Coauthored with Jason Fink, Kristin Fink, and Gustavo Grullon) 

2. Earnings volatility, cash flow volatility, and firm value.  (Coauthored with George Allayannis and Brian Rountree)

3. Clustering in U.S. Stock Prices after Decimalization  (Coauthored with David Ikenberry) 

Old Working Papers

1. Information, Liquidity, and Noise.  

2. Who’s Informed: An Analysis of Information and Ownership Structure  (Coauthored with Patrick Dennis)

3. Testing the Market Power of NYSE Specialists and the Role of Intraday Information Costs. (Chapter 1 from my dissertation)

4. Liquidity and Asset Prices: Evidence from Nasdaq Market Reforms (Chapter 3 from my dissertation)

The highlighted papers are downloadable in Adobe Acrobat (.pdf) format. 
The others can be requested from westonj@rice.edu.

This page last updated: July 1, 2004.

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