Assistant Professor, Nova School of Business and Economics [CV]
Publications
The Dynamic Informativeness of Scheduled News, with Jasmin Gider.
Management Science, 2024.
[Paper] [Appendix]
Endogenous Health Groups and Heterogeneous Dynamics of the Elderly, with Dante Amengual and Jesús Bueren.
Journal of Applied Econometrics, 2021.
[Paper] [Appendix]
Data: [HRS], [SHARE and ELSA]
Why Does Public News Augment Information Asymmetries?Journal of Financial Economics, 2020.
[Paper] [Appendix]
Working Papers
Expected Return, Realized Return, and Machine Learning, with Jens Kvaerner and Marc Stam.
[SSRN]
Health Risk and Economic Value, with Daniel Kárpati, Jens Kvaerner, and Luc Renneboog.
[SSRN]
From Options to Fractions: The Effects of Fractional Trading on the Options Market, with Pedro A. Garcia-Ares.
[SSRN]
Eliciting the Private Signal Distribution from Option Prices.
[SSRN]
Evolutionary Arbitrage, with Jens Kvaerner, Åvald Sommervoll, Dag Einar Sommervoll, and Niek Stevens.
[SSRN]
