Firms’ labor risks and stock prices: Novel measures and evidence (with Konstantinos-Stavros Politis), draft coming soon
Risk-neutral moments: New theory and evidence under market frictions (with Kazuhiro Hiraki), draft coming soon
The Contribution of Frictions to Expected Returns: An Options-based Estimation Approach (2021, with Hiraki, K.)
2021 NYU presentation: Video - Slides
Best Paper Award, 25th Annual Meeting of the German Finance Association (DGF, 2018)
Included in the list of papers with Impactful Research using WRDS