“A Portfolio Optimization Approach to Identifying Private Information” [PDF]
(with Dion Bongaerts and Dominik M. Rösch) – November 2018.
“How do shocks arise and spread across stock markets? A microstructure perspective” [PDF]
(with Dion Bongaerts, Richard Roll, Dominik M. Rösch and Darya Yuferova) – August 2018.
UCLA Anderson Working Paper No. 5-14.
Caltech Working Paper No. 1393.
“Nascent Markets: Understanding the Success and Failure of New Stock Markets” [PDF]
(with José Albuquerque de Sousa, Thorsten Beck, and Peter A.G. van Bergeijk) – November 2016.
CEPR Working Paper No. DP11604. VOXEU column. World Bank "All About Finance" blog. Me Judice post. Featured in The Economist.
“The Social Costs of Financial Crises” [PDF] – June 2013.