publication venue for
- Idiosyncratic volatility, conditional liquidity and stock returns. 53:118-132. 2018
- In search of the determinants of European asset market comovements. 44:103-117. 2016
- The reward for trading illiquid maturities in credit default swap markets. 39:376-389. 2015
- Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis. 31:171-192. 2014
- Is There any Common Knowledge News in the Euro/Dollar Market?. 18:656-670. 2009