Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency (with A. Buss), forthcoming Review of Financial Studies
On the Dispersion of Skill and Size in Active Management: Multi-Agent Dynamic Equilibrium with Endogenous Information
Survey Expectations and the Equilibrium Risk-Return Trade Off (with R. Marfè)
Bertrand Competition Reversed: Buyer Power in Highly Competitive Industries (with M. Reisinger and T. Thomes)
Optimal Slow Trading with High Speed “Front Runners”
Optimal Benchmarking and Asset Prices (with A. Buss)
Information Aggregation in Large Markets with Equilibrium Interest Rates (with A. Buss and J. Peress)