SIMAS KUČINSKAS

WORKING PAPERS

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Expectation Formation with Correlated Variables (with Simin He)

Additional material: Replication files; Dataset

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Quantifying Noise (with Artūras Juodis) (R&R @ QE)

Additional material: Slides; Replication files

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Measuring Under- and Overreaction in Expectation Formation (with Florian Peters) (R&R @ REStat)

Additional material: Replication files

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The Importance of Being Prudent: Leverage and the Informational Content of Dividends

Additional material: Slides; Replication files

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Liquidity Creation and Financial Stability: The Role of Hidden Trades

Additional material: Slides; Internet appendix; Replication files

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PUBLICATIONS

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Aggregate Risk and Efficiency of Mutual Funds

Journal of Banking & Finance (2019), 101: 1-11

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When are banks better than markets? Comment on Zimper (2013)

Economics Letters (2016), 147: 171-173

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Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter

PLoS ONE (2021), 16(1): e0244474

(with Francisco Arroyo Marioli,  Francisco Bullano, and Carlos Rondón-Moreno)

Additional material: Online dashboard; Coverage in "Our World in Data"