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Publications

Working Papers

 with Tarun Chordia and Ilias Filippou

Is News New?

Mutual Funds Acting as Casinos

 with Ilias Filippou and Fernando Zapatero.

Firm Characteristics and Out-of-Sample Option Return Predictability

 with Ilias Filippou, David E. Rapach and Guofu Zhou.

 

Option Trading and Anomalies

 with Ilias Filippou

News and Mutual Funds

 with Rafael Zambrana and Fernando Zapatero

Business Uncertainty and Mutual Fund Performance

 with Jose Maria Barrero and Felix Matthys

Work in Progress

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