Journal of Financial Economics, July 2023, Vol. 149 (1), pp.27–51.

Winner of the Fama-DFA Prize for the best papers published in the Journal of Financial Economics in the areas of capital markets and asset pricing (2nd prize)

with J. Ramos , and L. Brotherhood
(Anderson Review Article)

Review of Financial Studies, February 2023, Vol. 36 (2), pp.615–677.

with B. Kelly, H. Lustig and S. Van Nieuwerburgh.

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.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications (Updated Data)

with B. Kelly, H. Lustig and S. Van Nieuwerburgh.

Journal of Financial Economics, February 2016, Vol. 119 (2), pp. 249–283.

Interdealer Price Dispersion and Intermediary Capacity, Revise and Resubmit at Journal of Finance

with A. Eisfeldt, and S. Liu.

Information Leakage from Short Sellers, Revise and Resubmit at Journal of Finance

with F. Chague, and B. Giovannetti.

Hedging Risk Factors, Revise and Resubmit at Review of Financial Studies

with A. Moreira, and T. Muir.

with D. Andrei and O. Ledoit