with Raymond Kan and Xiaolu Wang, 2022, working paper. [pdf coming soon].
with Nikolay Gospodinov, 2021, Journal of Financial Economics 140, pp. 292-324.
with Valentina Raponi and Paolo Zaffaroni, 2020, Review of Financial Studies 33, pp. 2796-2842.
with Nikolay Gospodinov and Raymond Kan, 2019, Journal of Financial Economics 132, pp. 451-471.
with Francisco Barillas, Raymond Kan, and Jay Shanken, 2020, Journal of Financial and Quantitative Analysis 55, pp. 1840-1874.
by B. Antoine, K. Proulx, and E. Renault, with Raymond Kan, 2020, Journal of Financial Econometrics 18, pp. 729-735.
with Adelina Barbalau and Jay Shanken, 2020, working paper.
with Nikolay Gospodinov and Raymond Kan, 2018, Econometric Reviews 37, pp. 695-718.
with Raymond Kan, 2017, Journal of Computational and Graphical Statistics 26, 930-934.
with Nikolay Gospodinov and Raymond Kan, 2017, Econometrica 85, pp. 1613-1628.