RFS lead article, Jan 2019
"The cost of immediacy for corporate bonds"
, co-authored with Marco Rossi, has been chosen as Lead article and Editor's choice in the January 1st, 2019 issue of the
Review of Financial Studies
Presented at 2020 AFA in San Diego
Presented a working paper on
the cost of capital for banks
. We show that investors adjust their expectations as if the conservation of risk principle holds true for banks.