Tail risk and asset prices in the short-term, (2025) (with Caio Almeida, Gustavo Freire and Rodrigo Hizmeri).

Funding Liquidity, Market Liquidity, Market Volatility in the Cross-section of Stocks, (2022) (with Jean-Sébastien Fontaine and Sermin Gungor).

Funding conditions, transaction costs and the dynamic performance of anomalies (2025), (with Magnim Farouh), Appendix.