Publications and Working Papers

1. Short of Capital: Stock Market Implications of Short Sellers' Losses  (PDF)
   Management Science (forthcoming)
   Co-author: Juan-Sotes Paladino and Patrick Verwijmeren
   
   

2. Goal Setting and Saving in the FinTech Era  (PDF)
   Journal of Finance (forthcoming)
   Co-author: Alberto Rossi
   *Winner of the 2020 INQUIRE Research Grant
   
   

3. Out of Sync: Dispersed Short Selling and the Correction of Mispricing  (PDF)
   Journal of Financial and Quantitative Analysis,  (forthcoming)
   Co-author: Juan-Sotes Paladino and Patrick Verwijmeren
   *RoZetta Instutute Best Paper Award
   
   

4. Local Experiences, Search and Spillovers in the Housing Market  (PDF)
   Journal of Finance, 2023
   Co-author: Marco Giacoletti and Elvis Jarnecic 
   *CFA Best Paper Award at the Finance, Property, and Technology Conference
   
   

5. Foreign Exchange Volume (PDF)
   Review of Financial Studies, 2022
   Co-author: Giovanni Cespa, Steven Riddiough and Lucio Sarno     
   *Finalist of the best paper in empirical investments at the 2018 FMA Asia conference and the 2018 FMA US conference
   
   

6. Bond Return Predictability: Economic Value and Links to the Macroeconomy (PDF)
   Management Science, 2019
   Co-author: Davide Pettenuzzo and Allan Timmermann     
   
   

7. Does it Pay to Pay Attention? (PDF)
   Review of Financial Studies,  2018
   Co-author: Alberto Rossi     
   *Editor's choice
   *Finalist of the best paper in empirical investments at the 2017 FMA Asia conference
   
   

8. The Freedom of Information Act and the Race Towards Information Acquisition (PDF)
   Review of Financial Studies,  2017
   Co-author: Alberto Rossi and Russ Wermers     
   *Review of Financial Studies Best Paper Runner-Up Award for 2018
   *Winner of the 2016 Crowell First Prize awarded by Panagora Asset Management
   *Winner of the best paper in empirical investments at the 2015 FMA Asia conference
   
   

9. Complete Subset Regressions with Large-dimensional Sets of Predictors
   Journal of Economic Dynamics and Controls, 2015
   Co-author: Graham Elliott and Allan Timmermann     
   
   

10. Forecasting Commodity Price Indexes Using Macroeconomic and Financial Predictors
    International Journal of Forecasting, 2014
    Co-author: Allan Timmermann     
    
    

11. Complete Subset Regressions  (PDF)
    Journal of Econometrics, 2013
    Co-author: Graham Elliott and Allan Timmermann         
    
    

12. Cooling Auction Fever: Evidence from the Housing Market  (PDF)
    Co-author: Marco Giacoletti
    Presentations:  2022 European Finance Association Meeting (EFA), 2022 SFS Cavalcade Conference, 2022 Midwest Finance Association Annual Meeting, 2022 Behavioural Finance Working Group Conference, 2022 Israel Behavioral Conference, 2022 SGF Conference, 2021 Lone Star Conference, 2021 American Real Estate and Urban Economics Association Annual Meeting, 2020 European Econometric Society Winter Meetings, 2020 AFAANZ Annual Conference. The University of Western Australia, the University of Melbourne, and La Trobe University.
    
    

13. Individual Investors' Housing Income and Interest Rates Fluctuations
    Co-author: Marco Giacoletti 
    Presentations:  2024 AFA, 2023 BSE Workshop on Financia Shocks, Channels and Macro Outcomes, 2023 American Real Estate and Urban Economics Association Meeting, 2023 Chinese International Conference in Finance, 2023 SGF Conference, 2023 ITAM Conference, 2023 Midwest Finance Association Meeting, 2022 Lone Star Conference, 2022 Academic Research Colloquium for Financial Planning, 2022 New Zealand Finance Meeting,  2022 Business Financing and Banking Research Group Annual Workshop
    *Winner of the best paper award at the Academic Research Colloquium for Financial Planning
    
    

14. Fighting Climate Change with FinTech
    Co-author: Alberto Rossi 
    Presentations:  7th Shanghai-Edinburgh-UCL FinTech Conference