Publications

2023

How Integrated Are Credit and Equity Markets? Evidence from Index Options, Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle, Journal of Finance, forthcoming. Link to SSRN. 

Is There a Replication Crisis in Finance? Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje Pedersen, Journal of Finance, forthcoming. Link to SSRN.

Principal Portfolios, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen, Journal of Finance, Vol. 78(1), pp. 347-387. DOI: https://doi.org/10.1111/jofi.13199