Academic journals

The Review of Financial Studies, Volume 31, Issue 7, Pages 2774–2805.

Journal of Finance, 73 (1), 419-464.

Journal of Financial Economics, 126 (2), 270-299

The Review of Economic Studies, Volume 84, Issue 4, Pages 1789–1817.

The Review of Economic Studies, 84 (4): 1789-1817. 

Journal of Finance, 72 (3), 1213-1252

Review of Financial Studies, 30 (1): 80-119. 

Journal of Financial Stability, Volume 23, Pages 79-91.

Journal of Banking & Finance, Volume 44, Pages 72-92.

Mathematics and Financial Economics, Volume 8, pages 249–264.