\Van Kervel\, V. and Menkveld, \AlbertJ.\ (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
Francesco Ravazzolo (2019). Identification of financial factors in economic fluctuations Economic Journal.
Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.
Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.