(with F. Bandi, S. Chaudhuri and Andrew W. Lo). Journal of Financial Economics, Accepted.
(with A. Berardi, M. Markovich and A. Plazzi). Management Science (Forthcoming)
(with D. Bianchi and M.Buchner). Review of Financial Studies (2020).
(with L. Bretscher and A. Hsu). Journal of Financial Economics (2020).
(with M. Boons and F. Baba-Yara). Review of Finance, Accepted.
(with F. Ortu, F. Severino and C. Tebaldi). Quantitative Economics (2020), vol. 11:203-230.
(with F. Bandi, B. Perron and C. Tebaldi). Journal of Econometrics (2019), vol. 208(1):120-140.[Appendix]
(with C. Favero, F. Ortu and H. Yang). Journal of Business and Economic Statistics (2018, Forthcoming).
(with F. Ortu and C. Tebaldi). Review of Financial Studies (2013), vol. 26(11):2876-2915.[Appendix] [Replication Code]
(with C. A. Favero and A. E. Gozluklu). Journal of Financial and Quantitative Analysis (2011), vol. 46:1493-1520
(with C. A. Favero). CESifo Economic Studies, Vol. 57, 1/2011
(with A. Hsu and L. Bretscher). Macroeconomic Dynamics (2018).