Working papers

Noisy FOMC Returns: Information, Price Pressure, and Post-Announcement Reversals

With Oliver Boguth, Adlai FIsher and Vincent Gregoire [SSRN]

News Selection and Asset Pricing

With Jordi Mondria [SSRN]

When Crowds Aren't Wise: Biased Social Networks and its Price Impact

With Jordi Mondria and Edna Lopez Avila [SSRN]

Publications

Information economics

General asset pricing

Other contributions to research

  • Non-Standard Errors Journal of Finance, forthcoming

    Dreber, A., Menkveld, A. J., Holzmeister, F., Johannesson, M., Huber, J., Kirchler, M., ... & Lajaunie, Q. [SSRN]

    Vincent Gregoire and I were part of a team that was responsible for doing the data analysis and writing a summary paper. Our paper was one of the five best rated papers that were shared with all the teams in the last phase of the project. Our code is available on [Github]