"Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," (with M. Dahlquist and L. Lochstoer), June 2025
"A Test of the Efficiency of a Given Portfolio in High Dimensions" (with B. Kelly, S. Malamud, and J. Schwab), September 2025
"The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls" (with V. Elenev and D. Song), December 2024, Anderson Review
"Reassessing Sources of Risk Premiums in Currency Markets" (with M. Dahlquist and L. Lochstoer), April 2025
"What do financial markets say about the exchange rate?" (with V. Haddad and O. Itskhoki), May 2024
"A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," (with A. R. Gallant; E. Ghysels; G. Tauchen), October 1999