work in progress
work in progress
"Trading in the dark around earnings news"
"Where does the dark go? Midpoint trading, venue allocation, and lit market quality" with Sabrina Buti and Mark Piquant
"Client heterogeneity and bilateral oligopoly in credit derivatives markets," 2023, with Andras Fulop and Yalin Gündüz.
permanent working papers
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.