working papers
working papers
"Click first or last? Strategic order submission during the Euronext preopening session," with Selma Boussetta and Sophie Moinas. Last revised December 2023. (Management Science, R&R 2)
"Why do firms bundle earnings and acquisition announcements?," 2017, with José-Miguel Gaspar and Sumingyue Wang. Last revised July 2023.
work in progress
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
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.