I am an Assistant Professor of Finance at Vrije Universiteit Amsterdam and a Research Fellow at the Tinbergen Institute.
Cross-Asset Signals and Time Series Momentum (with Matti Suominen and Lauri Vaittinen)
Journal of Financial Economics, Volume 136, Issue 1, April 2020, pp. 63–85
Comments to the Editor on "The Willingness to Pay for Diversification" (with Matteo Vacca)
Management Science, Volume 71, Issue 6, June 2025, pp. 4825–4827
Beliefs, Reference Points, and the Disposition Effect: Evidence from Option Traders (with Matteo Vacca and Petra Vokata)
Slow Belief Updating and the Disposition Effect