14. Investor Learning about Monetary-Policy Transmission and the Stock Market
with D. Andrei
Journal of Financial Economics (forthcoming)
13. Value Premium and Equity Term Structures of Value and Growth Firms
with M. Khapko and R. Marfe
Management Science (forthcoming)
12. Equity Return Predictability with the ICAPM
with C. Martineau
Review of Asset Pricing Studies (2024)
11. Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
with M. Khapko
Management Science (2023)
10. A Macro-Finance Model for Option Prices: A Story of Rare Economic Events
with A. Jeanneret
Management Science (2023)
9. Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
with C. Martineau
Management Science (2023)
8. Dynamic Attention Behavior under Return Predictability
with D. Andrei
Management Science (2020)
7. Should Investors Learn about the Timing of Equity Risk?
with M. Khapko and R. Marfe
Journal of Financial Economics (2019)
6. Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles
with D. Andrei and B. Carlin
Management Science (2019)
WRDS Best Paper Award, NFA, Ottawa 2014
5. Asset Pricing with Persistence Risk
with D. Andrei and A. Jeanneret
Review of Financial Studies (2019)
4. Fluctuating Attention and Financial Contagion
with C. Ornthanalai
Journal of Monetary Economics (2018)
3. Why Does Return Predictability Concentrate in Bad Times?
with J. Cujean
Journal of Finance (2017)
2. Disaster Recovery and the Term Structure of Dividend Strips
with R. Marfe
Journal of Financial Economics (2016)
1. Investor Attention and Stock Market Volatility
with D. Andrei
Review of Financial Studies (2015)
SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013