School of Economics and Finance

Queen Mary University of London

Mile End Road

London E1 4NS

United Kingdom



School of Economics and Finance at Queen Mary University of London


CV as .pdf


1. Global Portfolio Rebalancing and Exchange Rates (with Harald Hau and Hélène Rey)

Forthcoming at The Review of Financial Studies

online appendix to "Global Portfolio Rebalancing and Exchange Rates"

2. Credit Rating and Competition (with Pragyan Deb and Zijun Liu)

International Journal of Finance & Economics (2022) 27 (3): 2873-2897

recipient of The Deutsch Bank Award in Financial Risk Management and Regulation, first prize


1. How Do Banks Shape Lending Co-Movement? (with Daniel Carvalho)

2. The Mortgage Blindspot (with Daniel Fernandes and Dan Ariely)

recipient of the 2017 Nicosia Award (Association of Consumer Research)

previously circulated as "The Mortgage Illusion"

3. The Impact of Household Debt on Labor Supply (with Bernardo Ricca, Toni dos Santos and Jesús Gorrín)

4. The Effects of Fund Flows on Corporate Investment: a Catering View (with José Faias)


1. EPS-Sensitivity and Merger Deals

by Sudipto Dasgupta, Jarrad Harford and Fangyuan Ma

European Finance Association (EFA), Carcavelos, August 2019


2. Model-Free International Stochastic Discount Factors

by Mirela Sandulescu, Fabio Trojani and Andrea Vedolin

The Paris December Finance Meeting (Eurofidai), Paris , December 2018


3. Adapting Lending Policies when Negative Interest Rates hit Banks' Profits

by Oscar Arce, Miguel García-Posada, Sergio Mayordomo and Steven Ongena

Foro de Finanzas, Santander , July 2018


4. Do External Imbalances matter in explaining the Cross-Section of Currency Excess Returns?

by Pedro Barroso, Frickson Kho, Florent Rouxelin and Li Yang

Foro de Finanzas, Santander , July 2018


5. Life-cycle Asset Allocation of Ambiguity Averse Investors: Habit Formation and Term Life Insurance

by Zhezhi Hu, Nalan Gülpinar and Arie Gözlüklü

Multinational Finance Society, Budapest , June 2018


6. Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

by Patrick Augustin, Mikhail Chernov and Dongho Song

Financial Intermediation Research Society (FIRS), Barcelona, June 2018


7. The Impact of the Format of the Financial Statements on the Disposition Effect

by Francisco Villanueva

Behavioural Finance Working Group, London, June 2017


8. Prominent Investor Influence on Startup CEO Replacement and Performance

by Annamaria Conti and Stuart J.H. Graham

Financial Management Association (FMA), Las Vegas, October 2016


9. Are CEOs Different? Characteristics of Top Managers

by Steven N. Kaplan and Morten Sorensen

The Paris December Finance Meeting (Eurofidai), Paris , December 2016


10. Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans

by Viral V. Acharya, Tim Eisert, Christian Eufinger and Christian Hirsch

Sovereign Debt - Sustainability and Real Effects at Nova School of Business and Economics, Lisbon , September 2015


11. When Everyone misses on the Same Side: Debiased Earnings Surprises and Stock Returns

by Chin-Han Chiang, Wei Dai, Jianquing Fan, Harrison Hong and Jun Tu

European Finance Association (EFA), Vienna, August 2015


12. Customer Concentration and Loan Contract Terms

by Murillo Campello and Janet Gao

Financial Intermediation Research Society (FIRS), Reykjavik, May 2015


13. CEO Compensation and Real Estate Prices: Are CEOs paid for Pure Luck?

by Cláudia Custódio, Ben Bennett and Dragana Cvijanovic

Luso-Brazilian Finance Meetings (Lubrafin), Óbidos, March 2015


14. The Government as a Large Shareholder: Impact on the Voting Premium

by Marcelo Fernandes and Walter Novaes

Luso-Brazilian Finance Meetings (Lubrafin), Pinhão, March 2014


15. Equity Lending, Investment Restrictions and Fund Performance

by Richard Evans, Miguel Ferreira and Melissa Prado

European Finance Association (EFA), Cambridge, August 2013