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An Analysis of Covariance Risk and Pricing Anomalies. The Review of Financial Studies, 16 (2): 417-457 (2003)Do Industries Explain Momentum?, and . The Journal of Finance, 54 (4): 1249-1290 (August 1999)Market Frictions, Price Delay and the Cross-Section of Expected Returns, and . The Review of Financial Studies, 18 (3): 981-1020 (2005)The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century, and . The Journal of Finance, 65 (3): 1029--1073 (2010)Predicting stock price movements from past returns: the role of consistency and tax-loss selling, and . Journal of Financial Economics, 71 (3): 541--579 (March 2004)The Geography of Investment: Informed Trading and Asset Prices, and . Journal of Political Economy, 109 (4): 811--841 (213 08 2001)doi: 10.1086/322088.