Noisy Prices and Return-Based Anomalies in Corporate Bonds
with Alexander Dickerson and Giulio Rossetti, 2023, working paper.
with Alexander Dickerson and Giulio Rossetti, 2023, working paper.
with Amedeo Andriollo and Giulio Rossetti, 2023, working paper.
with Alex Dickerson and Philippe Mueller, 2023, Journal of Financial Economics, forthcoming.
with Bartosz Gebka and Georgios Xyngis, 2022, working paper. [pdf coming soon]
with Bartosz Gebka and Georgios Xyngis, 2022, working paper.
with Danilo Giannone, 2022, working paper.
with Rohit Allena, 2022, working paper. [pdf coming soon]
with Nikolay Gospodinov, 2021, Journal of Finance, Replications and Comments.
with Raymond Kan and Xiaolu Wang, 2022, working paper. [pdf coming soon].
with Raymond Kan and Xiaolu Wang, 2022, working paper. [pdf coming soon].