Publications and Accepted Papers:
Accepted at Review of Financial Studies
Journal of Political Economy, November 2020, Vol. 128 (11), pp. 4097–4162.
with J. Ramos.
American Economic Review, July 2020, Vol. 110 (7), pp. 2128–2152.
Journal of Finance, August 2018, Vol. 73 (4), pp. 1785–1818.
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications (Updated Data)
Journal of Financial Economics, February 2016, Vol. 119 (2), pp. 249–283.
Working papers:
Revise and Resubmit at Journal of Financial Economics
Information Leakage from Short Sellers (work in progress)