Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. - Charles Cao 002; Grant Farnsworth; Bing Liang; Andrew W. Lo (Manag. Sci., 2017)

Index Membership and Small Firm Financing. - Charles Cao 002; Matthew Gustafson; Raisa Velthuis (Manag. Sci., 2019)