Academic journals

Journal of Financial Econometrics, 19 (1), 39–52

Econometrica, 89 (1), 77-112

Journal of Financial Economics, 138(3), Pages 754-776.

Journal of Financial Economics, 138 (1), 118-137

The Review of Financial Studies, 34(10), 4785–4831.

Management Science, 66(8), Pages v, 3295-3798, iii-iv.

Journal of Financial Economics, 137(2), 550-570

Journal of Financial Economics, 135(2), 293-319

Journal of Financial Economics, 134 (3),  689-702

Journal of Political Economy, 127 (6), 2926-2966

The Review of Financial Studies, 32(12), 4905-4946.

Journal of Economic Theory, Volume 184, November 2019, 104936.

Journal of Financial Economics, 134 (1), 192-213.

Journal of Finance, 74(4), Pages 1887-1929.

The Review of Financial Studies, 32(6), 2384–2421.

Journal of Finance, 74 (3), 1139-1173.