Research highlight
High-frequency trading in the stock market and the costs of options market making
Journal of Financial Economics, 159, 103900
Academic journals
Research highlight
A Theory of Socially Responsible Investment
The Review of Economic Studies, 92(2), 1193–1225
Research highlight
Scale or Yield? A Present-Value Identity
The Review of Financial Studies, 37(3), 950–988
Research highlight
Personality differences and investment decision-making
Journal of Financial Economics, 153, 103776
An Econometric Analysis of Volatility Discovery
Journal of Business & Economic Statistics, 42(3), 1095–1106
Research highlight
Cleansing by tight credit: Rational cycles and endogenous lending standards
Journal of Financial Economics, 150(1), 46-67
Research highlight
Informational Black Holes in Financial Markets
Journal of Finance, 78 (6), 3099-3140
Volatility and dark trading: Evidence from the Covid-19 pandemic
The British Accounting Review, 55 (4),101171
Research highlight
Dynamic Asset-Backed Security Design
The Review of Economic Studies, 90(6), 3282–3314
Research highlight
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
Research highlight
Asset Management Contracts and Equilibrium Prices
Journal of Political Economy, 130(12), 3146-3201
