| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| Characterizing the Variance Risk Premium: The Role of the Leverage Effect | Review of Asset Pricing Studies | 2022 | A* |
| The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns | Journal of Financial and Quantitative Analysis | 2022 | A* |
| Volatility and Expected Option Returns | Journal of Financial and Quantitative Analysis | 2020 | A* |