- Financial Economics
- Asset Pricing
Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis (with A. De Genaro and B. Giovannetti), Journal of Financial Economics, 123, 646-670 (2017).
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables (with F, Araújo and M. Fernandes), International Journal of Forecasting, 33, 121-131 (2017).
Short-Sellers: Informed but Restricted (with R. De-Losso, A. De Genaro, and B. Giovannetti), Journal of International Money and Finance, 47, 56-70 (2014).