- "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.
- Asset Pricing, Master in Finance (M2 104)
- Corporate Finance, Master in Finance (M2 225)
- International Finance, Master in Finance (M1)
Past courses: Portfolio Theory, Luxembourg School of Finance, 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, Paris School of Economics, Master APE, 2011-2012.