Research
Publications
FinTech, Investor Sophistication and Financial Portfolio Choices, with R. and L. Gambacorta, The Review of Corporate Finance Studies, 2023
Supported by The Sandoz Family Foundation - Monique de Meuron Program for Academic Excellence 2022
Non-Standard Errors, Finance crowd-analysis with many coauthors #FinCap, The Journal of Finance, forthcoming 2024
Big Data and Firm Dynamics, with M. Farboodi, T. Philippon and L. Veldkamp, American Economic Review Papers & Proceedings, 2019
The Economics of Big Data and Artificial Intelligence, with T. Philippon, International Finance Review, Vol. 20, 2019
Is the Macroeconomy Locally Unstable and Why Should We Care? A Comment, with L. Veldkamp, NBER Macroeconomics Annual, 2017
Macroprudential Policies to Mitigate Financial System Vulnerabilities, with S. Claessens and S. Ghosh, Journal of International Money and Finance, 2014
Does National Culture Affect Corporate Risk-Taking?, Journal of Cultural Economics, 2013
Winner of the President's Prize by ACEI
Work in progress
Financial Technology and the Inequality Gap (Reject & Resubmit at top 3 finance journal)
Winner of the 2021 Outstanding Dissertation Award for Inequality Category, NYU 2021
Winner of the ECB Young Economists' Competition, ECB 2020
Winner of the Cubist Strategies Prize for Outstanding Research, WFA 2020
Winner of the Special Mention Prize at the European Job Market for Economists, EEA 2019
Winner of the Macro-Financial Research Initiative Grant, BFI 2018
Data Risk, Firm Growth and Innovation, with O. Gomes and K. Rishabh
Supported by The Sandoz Family Foundation - Monique de Meuron Program for Academic Excellence 2022
Household Belief Formation in Uncertain Times, with Luca Gemmi
Supported by The Sandoz Family Foundation - Monique de Meuron Program for Academic Excellence 2022
Consumer Privacy and the Value of Consumer Data, with Mehmet Canayaz and Ilja Kantorovitch
Supported by UNIL HEC Research Funds 2021
The Value of Investor Trading Data: Evidence From an Experiment, with Francois Longin and Ziwei Zhao
Supported by The Sandoz Family Foundation - Monique de Meuron Program for Academic Excellence 2022
Other non-refereed publications
Policy work
(1) Inflation Expectations and Commodity Prices in the United States, with Oya Celasun and Lev Ratnovski, U.S. Article IV 2011, IMF Working Papers, 89/2012
(2) Dealing With the Challenges of Macro-Financial Linkages in Emerging Markets, with Stijn Claessens and Swati Ghosh, World Bank Book, 2014
Resting papers
(3) Choosing Not to Pay: How Housing Amplified the Great Recession (MPhil thesis)