Publications

Journal of Financial Markets, 2023, 64(June) 100785.
PDF DOI

Finance Research Letters, 2023, 51(January), 103350.
PDF DOI

Journal of Financial Markets, 2021, 52(January), 100566 (Lead Article).
PDF DOI

Journal of Financial and Quantitative Analysis, 2020, 55(8), 2555-2587.
PDF DOI

North American Journal of Economics and Finance, 2020, 52(April), 101131.
PDF DOI

Management Science, 2020, 66(2), 863-886.
PDF DOI Online Appendix

Resource and Energy Economics, 2008, 30(8), 568-577.
PDF DOI