Working Paper

The Value of ETF Liquidity
Joint with Marta Khomyn and Tālis J. Putniņš. Revise & Resubmit at Review of Financial Studies (Round 2)
Last updated on Sep 12, 2023
Liquidity fragmentation on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Last updated on Sep 12, 2023
The queuing friction in limit order book markets
Joint with Corey Garriott and Vincent van Kervel
Last updated on Oct 4, 2023
A machine learning measure of analyst report contribution
Joint with Charles Martineau.
Last updated on Sep 12, 2023
Code
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets
Joint with Albert Menkveld and Emiliano Pagnotta.
Last updated on Sep 12, 2023