Published Papers An Equilibrium Model of Investment Under Uncertainty Review of Financial Studies 20(5), September 2007, 1461-1502 Hot and Cold Markets Real Estate Economics, forthcoming   Working Papers The Intergenerational Transfer of Public Pension Promises, with Josh Rauh Momentum is not Momentum Competition, Productivity and the Cross Section of Expected Returns Cournot Outcomes in Option Exercise Games Real Estate and the Economy: Aggregate Implications of Irreversible Investment Excess Returns to Illiquidity