| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| Option implied dividends and the market risk premium | International Review of Economics | 2024 | C |
| The market risk premium in Australia: Forward-looking evidence from the options market | Accounting and Finance | 2024 | A |
| Estimation with Errors in Variables via the Characteristic Function | Journal of Financial Econometrics | 2023 | A* |
| Stock Valuation during the COVID-19 Pandemic: An Explanation using Option-based Discount Rates | Journal of Banking & Finance | 2023 | A* |
| What is the expected return on Bitcoin? Extracting the term structure of returns from options prices | Economics Letters | 2022 | A |
| Quote-Based manipulation of illiquid securities | Finance Research Letters | 2021 | A |
| Decomposing the bias in time-series estimates of CAPM betas | Applied Economics | 2016 | A |
| CLA's, PLA's and a new method for pricing general passport options | Quantitative Finance | 2014 | A |