Details about Davidson Heath

Access statistics for papers by Davidson Heath.

Last updated 2022-11-25. Update your information in the RePEc Author Service.

Short-id: phe704

Working Papers

2022

1. Reusing Natural Experiments
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019) View citations (9)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (9)

2021

2. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

2019

3. Do Index Funds Monitor?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (8)
   See also Journal Article Do Index Funds Monitor?, The Review of Financial Studies, Society for Financial Studies (2022) View citations (21) (2022)

1992

4. A new method of testing pricing models as applied to forward interest rate models
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)

Journal Articles

2022

1. Do Index Funds Monitor?
   The Review of Financial Studies, 2022, 35, (1), 91-131 View citations (21)
   See also Working Paper Do Index Funds Monitor?, Swiss Finance Institute Research Paper Series (2019) View citations (8) (2019)

2020

2. The Strategic Effects of Trademark Protection
   The Review of Financial Studies, 2020, 33, (4), 1848-1877 View citations (22)

2019

3. Bias-Corrected Estimation of Price Impact in Securities Litigation
   American Law and Economics Review, 2019, 21, (1), 184-208