Select Publications
Preprints
, Co-Insurance in Mutual Fund Families, http://dx.doi.org/10.2139/ssrn.2121760
, Convex Incentives and Liquidity Premia, http://dx.doi.org/10.2139/ssrn.3288875
, Do Options Really Speak Volumes? Insights from the Predictability of Synthetic Stock Returns, http://dx.doi.org/10.2139/ssrn.5341921
, How Does Stock Illiquidity Affect the Informational Role of Option Prices?, http://dx.doi.org/10.2139/ssrn.2820422
, How Informationally Efficient Are Options Markets?, http://dx.doi.org/10.2139/ssrn.3297953
, Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors, http://dx.doi.org/10.2139/ssrn.4295275