WORKING PAPERS
Complexity and Expectation Formation (with Simin He)
Additional material: Replication files; Dataset
Quantifying Noise (with Artūras Juodis)
Additional material: Slides; Replication files
Measuring Biases in Expectation Formation (with Florian Peters) (R&R @ REStat)
Additional material: Slides; Replication files; Blog post
The Importance of Being Prudent: Leverage and the Informational Content of Dividends
Additional material: Slides; Replication files; Blog post
Liquidity Creation and Financial Stability: The Role of Hidden Trades
Additional material: Slides; Internet appendix; Replication files
PUBLICATIONS
Aggregate Risk and Efficiency of Mutual Funds
Journal of Banking & Finance (2019), 101: 1-11
When are banks better than markets? Comment on Zimper (2013)
Economics Letters (2016), 147: 171-173