Associate professor

Research Topics Corporate Finance, Market Microstructure, Structured Products
Faculty or Centre Faculté de Droit, d'Economie et de Finance
Research Unit LSF
Postal Address Campus Limpertsberg, Université du Luxembourg
162 A, avenue de la Faïencerie
L-1511 Luxembourg
Campus Office BRA 3.10
Telephone (+352) 46 66 44 6825
Fax (+352) 46 66 44 36825

Last updated on: 17 Aug 2016

The Governance of Perpetual Financial Intermediaries (With José Penalva), The Journal of Institutional and Theoretical Economics (forthcoming 2016).

Financial Intermediation in an Overlapping Generations Model with Transaction Costs (Joint with Augusto Hasman and Margarita Samartín), Journal of Economic Dynamics and Control, 45, 111-125, 2014.

Financial Contagion and Depositor Monitoring (Joint with Augusto Hasman and Margarita Samartín) Journal of Banking and Finance, 37, 3076-3084, 2013.

Measuring Price Discovery: The Variance ratio, the R2, and the Weighted Price Contribution, Financial Research Letters, 8, 112-119, 2011.

An Empirical Investigation of the Speed of Information Aggregation: A Study of IPOs (Joint with Jay Dahya and Shi Zhihong), International Journal of Banking, Accounting and Finance, 2, 1, 147-179, 2010.

Price Discovery in Initial Public Offerings (Book Chapter), Q Finance, the Ultimate resource, Bloomsbury, London, ISBN 9781849300001, p. 364 - 366, 2010.

Endless Leverage Certificates (Joint with Silvia Rossetto), Journal of Banking and Finance, 33, 8, 1543-1553, 2009.          

One Man Two Hats - What’s All the Commotion? (Joint with Jay Dahya and Laura Galguera Garcia) Financial Review, 44, 179-212, 2009.

Risk Sharing in a World with Transaction Costs: Trading versus Banking, Journal of Financial Markets Institutions and Instruments, 17, 5, 309-330, 2008.

Rumors, The Journal of Finance, 58, 4, 1499-1520, 2003.

Post-IPO Capital Expenditures and Market Feedback (Joint with Theo Vermaelen), The Journal of Banking and Finance, 27, 275–305, 2003.

Messages from Market to Management: The Case of IPOs, The Journal of Corporate Finance, 8, 123-138, 2002.

Last updated on: 18 Aug 2016