Associate Professor of Finance at HEC Paris

Associate Editor, Management ScienceCo-holder of the Chair "Business Analytics for Future Banking" (HEC-Natixis-Polytechnique)Member of the ACPR Chair "Regulation and Systemic Risks"CEPR Research AffiliateSUERF Research AffiliateMember of the Finance Theory GroupDaddy of Joseph, Marin, and Aurel

In my research I study how financial institutions and frictions impact the functioning of financial markets, the formation of prices and the allocation of resources and risks in the economy. I focus particularly on banking theory and market microstructure.

Where to meet me (sometimes virtually) in the coming months:

  • 6 April 2022: I will present "Measuring Regulatory Complexity" (joint with Co-Pierre Georg) at ACPR (the French banking supervision authority).

  • 18 May 2022: I will present "Machine Learning Market-Makers" (joint with Thierry Foucault and Stefano Lovo) at the Market Microstructure Online Seminars - Asia Pacific.

  • 22-25 May 2022: I will present "Measuring Regulatory Complexity" (joint with Co-Pierre Georg) at the SFS Cavalcade (held at UNC Chapel Hill).

  • 4-6 July 2022: I am co-organizing the Hi!Paris Summer School 2022, more info coming soon!

Latest updates and news:

  • February 2022: Substantially revised version of "Measuring Regulatory Complexity" (with Co-Pierre Georg).

  • December 2021: New version of "The Economics of Research Reproducibility" (with Christophe Hurlin and Christophe PĂ©rignon).

  • November 2021: New paper: "Non-Standard Errors", with 300+ co-authors. My part was very small, congratulations and thanks to the 9 leading authors for this opportunity to work on an exciting project!

  • August 2021: Congratulations to my PhD student Junli Zhao for his successful defense! Junli will be joining Bayes Business School (formerly Cass Business School) in September.