Working Papers:

  • What is the Impact of Successful Cyberattacks on Target Firms? with Shinichi Kamiya, Jun-koo Kang, Jungmin Kim and René M. Stulz [SSRN]
  • Asset Pricing of Financial Institutions: The Cross-Section of Expected Insurance Stock Returns, with Semir Ben-Ammar and Martin Eling. 2016. [SSRN]
  • National Culture and Bank Deposits, with Stella Mourouzidou-Damtsa and Konstantinos Stathopoulos. 2017.
  • The Regime-Switching Structural Default Risk Model, with Kevin Chisholm. 2015.[SSRN]