Publications & Research
Publications
Peer-reviewed journal articles.
Working Papers
Active working papers and works in progress.
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Return Extrapolation and Day/Night Effects
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The Dollar Variance Risk Premium: A Tale of Two Investors
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Rethinking Exchange Rate Exposure in Equity Markets Through International Trade Networks
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Systematic Credit Information in Stock–Bond Return Predictability
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Implied Variance and Market Index Reversal
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Variance Risk Premium in Individual Stocks and the Exposure to Factor Variance Risk
Older working papers