The spread of COVID-19 in London: Network effects and optimal lockdowns
Journal of Econometrics, 235 (2), 2125-2154
Academic journals
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks
Journal of Financial Markets, 66, 100853
Volatility and dark trading: Evidence from the Covid-19 pandemic
The British Accounting Review, 55 (4),101171
Research highlight
Why Do Boards Exist? Governance Design in the Absence of Corporate Law
Review of Financial Studies, 36 (5),1788–1836
Private companies: the missing link on the path to net zero
Journal of Corporate Law Studies, 22 (2), 887–929
Options-based systemic risk, financial distress, and macroeconomic downturns
Journal of Financial Markets, 65, 100834
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
The Review of Asset Pricing Studies, 13 (4), 653–690
Research highlight
Corporate Capture of Blockchain Governance
Review of Financial Studies, 36 (4), 1364–1407
Research highlight
Dynamic Asset-Backed Security Design
The Review of Economic Studies, 90(6), 3282–3314
Research highlight
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Research highlight
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
