Working Papers:
Skewness Dispersion and Stock Market Returns | SSRN | New paper!
Co-authors: Jozef Barunik (Charles University), Josef Kurka (Charles University),
Parameter Learning, Tail Risks, and Risk Premia Decomposition | SSRN | New paper!
Co-authors: Roman Kozhan (Warwick Business School)
Revision requested at the Review of Financial Studies
(To be) presented: 2026 American Finance Association
Commonalities in Firm-level Implied Volatilities | SSRN | New paper!
Co-authors: Jozef Barunik (Charles University), Mattia Bevilacqua (University of Liverpool Management School), Michael Ellington (University of Liverpool Management School)
Revision requested at the Journal of Financial and Quantitative Analysis
Volatility Shocks and Currency Returns | SSRN | New version!
Co-authors: Jozef Barunik (Charles University)
(To be) presented: 2026 Cambridge Symposium on Foreign Exchange Markets, 2023 Western Finance Association, 2022 European Finance Association, 2023 Annual Meeting of the Swiss Society for Financial Market Research, 2023 European Economic Association, 2023 Annual Bristol Financial Markets Conference
The Common Factor in Volatility Risk Premia | SSRN | New paper!
Co-authors: Jozef Barunik (Charles University), Mattia Bevilacqua (University of Liverpool Management School), Michael Ellington (University of Liverpool Management School)
Extrapolation Bias and the Lottery Effect: Evidence from Cryptocurrency Markets | SSRN | New paper!
Co-authors: Daniele Bianchi (Queen Mary University of London)
Publications:
Mispricing and Risk Compensation in Cryptocurrency Returns | Publication, SSRN, Code
Accepted at Journal of Financial and Quantitative Analysis
Co-authors: Daniele Bianchi (Queen Mary University of London)
Deep Learning, Predictability, and Optimal Portfolio Returns | Publication, SSRN
Journal of Empirical Finance, Volume 87, June 2026
Co-authors: Jozef Barunik (Charles University)
Generalized Disappointment Aversion and the Variance Term Structure | Publication, SSRN
Journal of Financial and Quantitative Analysis, Volume 59, June 2024
Best Young Economist of the Czech Republic, Czech Economic Society (2017)
Best Paper in Theoretical Economics Award, Czech Econometric Society (2017)
Parameter Learning in Production Economies | Publication, SSRN
Co-authors: Roman Kozhan (Warwick Business School)
Journal of Monetary Economics, Volume 144, May 2024
Trading Volume and Liquidity Provision in Cryptocurrency Markets | Publication, SSRN, Appendix
Co-authors: Daniele Bianchi (Queen Mary University of London) and Alexander Dickerson (UNSW)
Journal of Banking and Finance, Volume 142, September 2022
On the Performance of Cryptocurrency Funds | Publication, SSRN, Appendix, CAIA, Code
Co-authors: Daniele Bianchi (Queen Mary University of London)
Journal of Banking and Finance, Volume 138, May 2022
Best Conference Paper Award at the 3rd Cryptocurrency Research Conference at ICMA, University of Reading