Academic journals
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Journal of Finance, 76 (6), 3211-3254
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
Journal of Financial Economics, 141(3), 831-859
Information processing on equity prices and exchange rate for cross-listed stocks
Journal of Financial Markets, 54, 100634
Competition for Flow and Short-Termism in Activism
The Review of Corporate Finance Studies, 10(1), 44–81
Information Dispersion across Employees and Stock Returns
The Review of Financial Studies, 34(10), 4785–4831.