Embedded Files
working papers
working papers
"Does preopening matter in fragmented markets," 2016, with Selma Boussetta and Sophie Moinas. Last revised December 2020. (Under revision)
"Why do firms bundle earnings and acquisition announcements?," 2017, with José-Miguel Gaspar and Sumingyue Wang. Last revised May 2021.
"Who's got the power? Dealers and customers market power in credit derivatives," 2020, with Andras Fulop and Yalin Gündüz.
work in progress
work in progress
"Trading @ the midpoint," with Sabrina Buti
permanent working papers
permanent working papers
"Intra-daily variation in liquidity and transaction costs in the Credit Default Swap market," 2009, with Andras Fulop.
"Liquidity externalities and buyout delisting activity," 2009, with José-Miguel Gaspar.
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