Working Papers:

  • 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.