Published and Working Papers

Journal of Economic Theory, Volume 180, March 2019, Pages 203-228

(In)efficiency in Information Acquisition and Information Aggregation through Prices (with Alessandro Pavan and Xavier Vives)

An Axiomatically Defined Cost of Information (with Enrico Zanardo)

Passive Investors Can Increase Price Informativeness (with Adrian Buss)

Please reload

Work in Progress

Reinforcement Learning in Investments (with Marcin Kacperczyk and Ansgar Walther)

Forecasting Bias With Big Data (with Christopher Hansman, Marcin Kacperczyk, and Antione Uettwiller)

Invariance Test of Rational Inattention and Information Capacity (with Harrison Hong and Marcin Kacperczyk)

Please reload