Short of Capital: Stock Market Implications of Short Sellers' Losses
Management Science (forthcoming)
Co-author: Juan-Sotes Paladino and Patrick Verwijmeren
Goal Setting and Saving in the FinTech Era
Journal of Finance, 2024
Co-author: Alberto Rossi
*Winner of the 2020 INQUIRE Research Grant
Out of Sync: Dispersed Short Selling and the Correction of Mispricing
Journal of Financial and Quantitative Analysis, 2024
Co-author: Juan-Sotes Paladino and Patrick Verwijmeren
*RoZetta Instutute Best Paper Award
Local Experiences, Search and Spillovers in the Housing Market
Journal of Finance, 2023
Co-author: Marco Giacoletti and Elvis Jarnecic
*CFA Best Paper Award at the Finance, Property, and Technology Conference
Foreign Exchange Volume
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
Bond Return Predictability: Economic Value and Links to the Macroeconomy
Management Science, 2019
Co-author: Davide Pettenuzzo and Allan Timmermann
Does it Pay to Pay Attention?
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
The Freedom of Information Act and the Race Towards Information Acquisition
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
Complete Subset Regressions with Large-dimensional Sets of Predictors
Journal of Economic Dynamics and Controls, 2015
Co-author: Graham Elliott and Allan Timmermann
Forecasting Commodity Price Indexes Using Macroeconomic and Financial Predictors
International Journal of Forecasting, 2014
Co-author: Allan Timmermann
Complete Subset Regressions (PDF)
Journal of Econometrics, 2013
Co-author: Graham Elliott and Allan Timmermann
Cooling Auction Fever: Evidence from the Housing Market
Co-author: M. 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.
Individual Investors' Housing Income and Interest Rates Fluctuations
Co-author: M. Giacoletti
Presentations: 2024 NFA, 2024 AFA, 2024 CEPR Household Finance Conference, 2024 ABFER, 2023 BSE Workshop on Financial 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
Fighting Climate Change with FinTech
Co-author: A. Rossi
Presentations: 2025 Boulder Consumer Financial Conference, 2025 UD and Philadelphia Fed FinTech & Financial Institutions Conference. 2025 Esade Finance Workshop, 2024 European Finance Association Meeting, 2024 Northern Finance Association Meeting, 2024 Financial Intermediation, Research Society Conference, 6th Future of Financial Information Conference, Asian Bureau of Finance and Economic Research (ABFER) 11th Annual Conference, Broo FinTech Workshop at the University of Delaware Fintech Innovation Hub, 2024 Midwest Finance Association Annual Meeting, 2024 Finance Down Under Conference, Clemson ESG and Policy Research Conference and 7th Shanghai-Edinburgh-UCL Fintech Conference
Set it and Forget it: Engineering Saving Habits with FinTech
Co-author: A. Rossi
Unpacking a Debt Puzzle with FinTech: Psychological Drivers Behind High-interest Borrowing
Co-author: P. Medina
The Demand Side of Central Bank Digital Currencies
Co-author: A. Buckley, A. Rossi & M. Zachariadis
The Social Adoption of FinTech