Academic journals
Turning alphas into betas: Arbitrage and endogenous risk
Journal of Financial Economics, 137(2), 550-570
A tug of war: Overnight versus intraday expected returns
Journal of Financial Economics, 134 (1), 192-213.
Bank Resolution and the Structure of Global Banks
The Review of Financial Studies, 32(6), 2384–2421.
Financial Markets Where Traders Neglect the Informational Content of Prices
Journal of Finance, 74 (1), 371-399.
Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance
Journal of Finance, 73 (5), 2229-2269.
Information acquisition, price informativeness, and welfare
Journal of Economic Theory, Volume 177, Pages 558-593.