working papers

"Did I tell you about this deal? Information bundling of acquisition and earnings news," 2017, with José-Miguel Gaspar and Sumingyue Wang.  Last revised Fall 2025.

work in progress

"Client heterogeneity and bilateral oligopoly in credit derivatives markets," 2023, with Andras Fulop and Yalin Gündüz.

"Trading @ the midpoint," with Sabrina Buti

permanent working papers

"Intra-daily variation in liquidity and transaction costs in the Credit Default Swap market," 2009, with Andras Fulop.

"Liquidity externalities and buyout delisting activity," 2009, with José-Miguel Gaspar.