Select Publications
Journal articles
, 2026, 'The co-pricing factor zoo', Journal of Financial Economics, 182, http://dx.doi.org/10.1016/j.jfineco.2026.104295
, 2023, 'Priced risk in corporate bonds', Journal of Financial Economics, 150, http://dx.doi.org/10.1016/j.jfineco.2023.103707
, 2022, 'Trading volume and liquidity provision in cryptocurrency markets', Journal of Banking and Finance, 142, http://dx.doi.org/10.1016/j.jbankfin.2022.106547