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| Integration of sovereign bonds markets: time variation and maturity effects | Swiss Finance Institute Research Paper Series | | | 2014 | 852 | 827 |
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| Reinsurance or securitization: the case of natural catastrophe risk | Journal of mathematical economics | | | 2014 | 574 | 612 |
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| Reinsurance or securitization: the case of natural catastrophe risk | Journal of mathematical economics |  | | 2014 | 856 | 4 |
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| Preferences for Truthfulness: Heterogeneity among and within Individuals | American Economic Review | | | 2013 | 865 | 1,675 |
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| Liquidity Risk, Return Predictability, and Hedge Funds' Performance: An Empirical Study | Journal of financial and quantitative analysis | | | 2013 | 839 | 648 |
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| Margining in derivatives markets and the stability of the banking sector | Journal of banking & finance | | | 2013 | 774 | 855 |
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| Stock options and managers' incentives to cheat | Review of Derivatives Research | | | 2008 | 491 | 532 |
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