Academic journals
Information Dispersion across Employees and Stock Returns
The Review of Financial Studies, 34(10), 4785–4831.
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.