publication venue for
- News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. 145:1-17. 2022
- Regulating dark trading: Order flow segmentation and market quality. 130:347-366. 2018
- Do jumps contribute to the dynamics of the equity premium?. 110:457-477. 2013
- Productivity-based asset pricing: Theory and evidence. 86:405-445. 2007
- Informational effects of regulation FD: evidence from rating agencies. 76:309-330. 2005