Working Papers

Mutual Funds Acting as Casinos (2019)

 with Ilias Filippou and Fernando Zapatero.

Firm Characteristics and Out-of-Sample Option Return Predictability (2019)

 with Ilias Filippou, David E. Rapach and Guofu Zhou.

 

Option Trading and Anomalies (2019)

 with Ilias Filippou

Mutual Fund Lending Activity (2019)

 with Rafael Zambrana

Work in Progress

 with Ilias Filippou and Fernando Zapatero.