RESEARCH

Publications

• Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency (with Adrian Buss), The Review of Financial Studies, Volume 32, Issue 6, June 2019, Pages 2260–2301 

• Long-run versus short-run news and the term structure of equity (with Roberto Marfè), Finance Research Letters, Volume 36, October 2020, 101336

• Dynamic ownership and private benefits (with Raffaele Corvino), The Journal of Corporate Finance, Volume 67, April 2021, 101881

• Pandemic Tail Risk (with Raffaele Corvino, Roberto Marfè and Lorenzo Schoenleber), Forthcoming, Journal of Banking and Finance

REVISE AND RESUBMIT

• What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets (with Adrian Buss and Joel Peress), Revise and Resubmit, The Journal of Finance.

REJECT AND RESUBMIT

• Dynamic Equity Slope  (with Roberto Marfè, Stefano Colonello, and Francesca Zucchi), Reject and Resubmit, Journal of Financial Economics

OTHER working papers

• The Term Structure of Market Efficiency (with Adrian Buss and Roberto Marfè)

• Corporate Policies and the Term Structure of Risk (with Roberto Marfè and Francesca Zucchi)

• Optimal Bonuses in Portfolio Management: An Equilibrium Analysis (with Adrian Buss)