with Abhay Abhyankar and Ilias Filippou.
with Ilias Filippou and Fernando Zapatero.
with Ilias Filippou and Fernando Zapatero.
with Ilias Filippou.
with Abhay Abhyankar.
Working Papers
with Tarun Chordia and Ilias Filippou
Is News New? (2020)
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.