Select Publications
Preprints
Co-Insurance in Mutual Fund Families, http://dx.doi.org/10.2139/ssrn.2121760
,Convex Incentives and Liquidity Premia, http://dx.doi.org/10.2139/ssrn.3288875
,How Does Stock Illiquidity Affect the Informational Role of Option Prices?, http://dx.doi.org/10.2139/ssrn.2820422
,How Informationally Efficient Are Options Markets?, http://dx.doi.org/10.2139/ssrn.3297953
,Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors, http://dx.doi.org/10.2139/ssrn.4295275
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