- Private Information in Currency markets, with Alexander Michaelides and George Nishiotis. 2016.[SSRN]
- Asset Pricing of Financial Institutions: The Cross-Section of Expected Insurance Stock Returns, with Semir Ben-Ammar and Martin Eling. 2016. [SSRN]
- Analyst Forecasts, Executive Incentives, and Property-Liability Insurer Reserve Errors, with Shinichi Kamiya and Tyler Leverty. 2016.
- The Regime-Switching Structural Default Risk Model, with Kevin Chisholm. 2015.[SSRN]
- Can investors profit from credit rating announcements? With Erik Berwart and Massimo Guidolin, 2015.