Publications:

Option‐implied moments and the cross‐section of stock returns, 2022, Journal of Futures Markets 42(4), p.668-691. (with Leonidas Rompolis)

Jump tail risk exposure and the cross-section of stock returns, 2024, Journal of Empirical Finance 79, 101565. (with Leonidas Rompolis)

Pricing Event Risk: Evidence from Concave Implied Volatility Curves, 2025, Review of Finance 29(4), p.963–1007. (with Amit Goyal, Alexandros Kostakis and Leonidas Rompolis)

Working Papers:

Uncovering the Asymmetric Information Content of High-Frequency Options (with Mattia Bevilacqua and Rodrigo Hizmeri) (revise & resubmit)

Directional Options Trading Volume around Analysts’ Announcements (with Mattia Bevilacqua and Zacharias Petrou)