No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration

with Ilias Filippou and Pedro García-Ares

updated July 2022

Asset Pricing Implications of Heterogeneous Investment Horizons

with Idan Hodor

updated May 2022

Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

with Joshua Shemesh and Yves Zenou

updated May 2022

Disagreement, Information Quality and Asset Prices

with Costas Xiouros

updated May 2022

Clinging Onto the Cliff: A Model of Financial Misconduct

with AJ Chen, and Suk Lee

updated January 2022

Betting on the Likelihood of a Short Squeeze

with Ilias Filippou and Pedro García-Ares

updated February 2022


A Real Options Approach to Project Selection and its Application to NASA’s Small Business Innovation Research Program

with Andrea Belz, Jeremy Eckhause and Richard Terrile

updated October 2021

Rolling the Skewed Die: Economic Foundations of the Demand for Skewness and Experimental Evidence

with Andreas Aristidou, Aleks Giga and Suk Lee

updated April 2021


Demand for Lotteries: The Choice Between Stocks and Options

with Ilias Filippou and Pedro García-Ares

updated December 2020

Does Competition between Stars Increase Output? Evidence from Financial Analyst Forecasts

with Gil Aharoni and Joshua Shemesh

updated October 2019

Skewness Seeking in a Dynamic Portfolio Choice Experiment

with Isabelle Brocas, Juan Carrillo and Aleks Giga

updated January 2019