How to clean TRACE data
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My paper "The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts", co-authored with Jacob Gyntelberg and Christoffer Thimsen, is now forthcoming at the
Journal of Finance
RFS lead article
"The cost of immediacy for corporate bonds"
, co-authored with Marco Rossi, is Lead article and Editor's choice in the January 1st, 2019 issue of the
Review of Financial Studies