Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2021 | Incomplete Information and the Liquidity Premium Puzzle Management Science |
See more |
| 2020 | Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market Management Science |
See more |
| 2019 | How Does Illiquidity Affect Delegated Portfolio Choice? Journal of Financial and Quantitative Analysis |
See more |
Teaching
2023/2024
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Investimentos e Mercados Financeiros | Doutoramento Bolonha em Gestão - Gestão | No |
| 2º | Fundamentos de Teoria Financeira | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Matemática Financeira - Mathematical Finance | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2021/2022 | PEDRO GONÇALVES SERRANO Dissecting the Gamma Squeeze: The Case of GameStop |
Master | Ver |