Data Abundance and Asset Price Informativeness, with Thierry Foucault. Journal of Financial Economics 130, 367-391, 2018.
Unscheduled News and Market Dynamics. Journal of Finance, 73, 2537-2586, 2018.
Université Paris Dauphine - PSL:
Asset Pricing Theory, Master Finance, 2nd year, Track 104
Corporate Finance, Master Finance, 2nd year, Track 225
International Finance, Master Finance, 1st year
Market Microstructure, Master Finance, 2nd year, Track 104
Microeconomics for Finance, Master Finance, 1st year
Past courses: Portfolio Theory, University of Luxembourg, Master of Banking and Finance, 2017; Risk and Liquidity in Financial Markets, Universidad de Los Andes, Summer School, 2016; Microeconomics of Finance, ENSAE, 2016; Financial Markets, HEC Paris, Programme Grande Ecole, 2013; Financial Economics (TA), Paris School of Economics, Master APE, 2011-2012.