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A Theory of Participation in OTC and Centralized Markets.
(2019) Document de travail / Working paper
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies.
(2019) Document de travail / Working paper
Forecasting Intra-daily Liquidity in Large Panels.
(2019) Document de travail / Working paper
Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?.
(SSRN, 2018-02) Document de travail / Working paper
A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk.
(2018) Document de travail / Working paper
Inefficient Market Depth.
(2017-11) Document de travail / Working paper
Tippers and Tippees: Brokers’ Pre-Release of Price-Sensitive Information to Their VIP Clients
(2017) Document de travail / Working paper
Do Stock Markets Price Skewness? New Evidence from Quantile Regression Skewness Forecasts
(2017) Document de travail / Working paper
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies?
(2017) Document de travail / Working paper
Plateforme: pour une approche systémique.
(2017) Document de travail / Working paper