The spread of COVID-19 in London: Network effects and optimal lockdowns
Journal of Econometrics, 235 (2), 2125-2154
Academic journals
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave
Journal of Financial Markets, 100853
Volatility and dark trading: Evidence from the Covid-19 pandemic
The British Accounting Review, 55 (4),101171
Options-based systemic risk, financial distress, and macroeconomic downturns
Journal of Financial Markets, 100834
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences
Journal of Fixed Point Theory and Applications, 25, 2
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
Epidemic Exposure, Financial Technology, and the Digital Divide
Journal of Money, Credit and Banking, 54 (7), 1913-1940
Central Bank Swap Lines: Evidence on the Lender of Last Resort
The Review of Economic Studies, 89(4), 1654–1693
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Journal of Finance, 76 (6), 3211-3254
