I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Econometrics (e.g., Volatility and Correlation modeling),  Empirical Asset Pricing, International Finance, and Financial markets microstructure. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.

Updates:

• My working paper (with Asgharian Hossein and Charlotte Christiansen), The Effect of Uncertainty on Volatility and Correlation, is forthcoming at the Journal of Banking and Finance. SSRN version is here.

• My working paper (with Lars Norden and Caihong Xu), Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity, is available on SSRN

             ---the 5th Future of Financial Information conference,  HEC Paris, 2023

•  My working paper, Commodity Inflation Risk Premium for Commodity and Stock Market Returns

        (with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.

         ** Semifinallist of the best paper award for investment in FMA annual meeting, 2022

• My working paper, Term Premia Co-movement and Global Trade Network (with Caihong Xu and Xiaoxia Ye) is available on SSRN.

  ---CICF 2023 (China International Conference in Finance): to be presented

  ---Asian Meeting of the Econometric Society, 2023: to be presented