
Menkveld, AlbertJ. and Zoican, MariusA. (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228.
Francesco Ravazzolo (2017). Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section Journal of Business and Economic Statistics.
Francesco Ravazzolo (2017). Density Forecasts With Midas Models Journal of Applied Econometrics.
Francesco Lippi (2017). Cash burns: An inventory model with a cash-credit choice Journal of Monetary Economics.
Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.