Marks, Joseph M. and Chenguang Shang (2018), Factor Crowding and Liquidity Exhaustion, forthcoming in Journal of Financial Research.
Marks, Joseph M. and Ari Yezegel (2018), Do aggregate analyst recommendations predict market returns in international markets? International Review of Financial Analysis 59, 234-254.
Marks, Joseph M. and Kiseok Nam (2018), Intertemporal risk-return tradeoff in the short run, Economics Letters 173, 81-84.
Marks, Joseph M. and David P. Simon (2017), Sector option implied volatility dynamics and predictability, The Journal of Derivatives 25, 22-42.
Marks, Joseph M. and Jim Musumeci (2017), Misspecification in event studies, Journal of Corporate Finance 45, 333-341.
Henderson, Brian J. and Joseph M. Marks (2013), Predicting forecast errors through joint observation of earnings and revenue forecasts, The Journal of Banking and Finance 37, 4265-4277.