Extrapolation Bias and the Lottery Effect: Evidence from Cryptocurrency Markets
With Mykola Babiak. Working paper.
Cryptocurrencies
Mispricing and Risk Compensation in Cryptocurrency Returns
With Mykola Babiak. Journal of Financial and Quantitative Analysis, forthcoming.
Trading Volume and Liquidity Provision in Cryptocurrency Markets
With Alexander Dickerson and Mykola Babiak. Journal of Banking and Finance, September 2022, Vol. 142.