Assistant professor at Nova SBE
Publications
The Dynamic Informativeness of Scheduled News with Jasmin Gider.
Managment Science, 2024. Paper Appendix
Endogenous Health Groups and Heterogeneous Dynamics of the Elderly with Dante Amengual and Jesús Bueren.
Journal of Applied Econometrics, 2021. Paper Appendix
Data: HRS, SHARE, and ELSA
Working papers
Expected Return, Realized Return, and Machine Learning with Jens Kvaerner and Marc Stam. SSRN
The Economic Value of Eliminating Diseases with Daniel Kárpati, Jens Kvaerner and Luc Renneboog SSRN
From Options to Fractions: The Effects of Fractional Trading on the Options Market with Pedro A. Garcia-Ares SSRN
Eliciting the private signal distribution from option prices SSRN
Evolutionary Arbitrage with Jens Kvaerner, Åvald Sommervoll, Dag Einar Sommervoll, Niek Stevens SSRN