Recent Publications

  • 2025 and Forthcoming
    • Rohit Allena (2025), "Confident Risk Premiums and Investments using Machine Learning Uncertainties," Review of Financial Studies, forthcoming.
    • Paola Pederzoli (2025), "The Crash Risk in Individual Stocks Embedded in Skewness Swap Returns," Journal of Financial and Quantitative Analysis, forthcoming.
    • Antonio Gargano and Marco Giacoletti (2025), "Cooling Auction Fever: Evidence from the Housing Market," Review of Financial Studies, forthcoming.
    • Praveen Kumar, Nisan Langberg, and K. Sivaramakrishnan (2025), Strategic Disclosure and Informed Trading with Short-Selling Constraints, Contemporary Accounting Research, forthcoming.