Research

I have been working on papers that are mostly related to the microstructure of financial markets. Liquidity, transaction cost management and informed traders' behavior are examples of topics I am currently working on. I am also interested in papers dealing with the predictability of stock returns, as well as behavioral finance.

I have a deep interest for econometrics issues that may significantly impact the results. I therefore manage to use the most robust methodologies in my research papers.

This section presents my research activities. You will find information on conference presentations, publications and work in progress.

Further information can be found in my Curriculum Vitae.