Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. - Luis Goncalves-Pinto; Bruce D. Grundy; Allaudeen Hameed; Thijs van der Heijden; Yichao Zhu (Manag. Sci., 2020)

Incomplete Information and the Liquidity Premium Puzzle. - Yingshan Chen; Min Dai; Luis Goncalves-Pinto; Jing Xu 019; Cheng Yan (Manag. Sci., 2021)