Publications and Accepted Papers:
Review of Financial Studies, February 2023, Vol. 36 (2), pp.615–677.
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.
Accepted at Journal of Financial Economics