WORKING PAPERS

Intermediary Leverage Shocks and Funding Conditions (2022), (with Jean-Sébastien Fontaine and Sermin Gungor).

Uncovering Asset Market Participation from Household Consumption and Income,(2021), (with Veronika Czellar and François Le Grand), Appendix.

Funding conditions, transaction costs and the dynamic performance of anomalies (2021), (with Magnim Farouh), Appendix.

Funding Liquidity, Market Liquidity and the Cross-section of Stock Returns, (2016),  (with Jean-Sébastien Fontaine and Sermin Gungor).