Working Paper

Risk sharing in time priority markets
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Mar 31, 2022
Code
Risk sharing in time-priority markets
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Mar 30, 2022
Code
Does gamified trading stimulate risk taking?
Joint with Philipp Chakpovski and Mariana Khapko. Reject & Resubmit at Management Science.
Last updated on Apr 19, 2022
Does gamified trading stimulate risk taking?
Joint with Philipp Chakpovski and Mariana Khapko. Reject & Resubmit at Management Science.
Last updated on Apr 19, 2022
Non-standard errors
with 342 co-authors from 34 countries and 207 institutions (mostly universities)
Last updated on Dec 2, 2021
Non-standard errors
with 342 co-authors from 34 countries and 207 institutions (mostly universities)
Last updated on Nov 30, 2021
Investor Attention & the Cross-Section of Analyst Coverage
Joint with Charles Martineau.
Last updated on Oct 28, 2021
Liquid speed: A micro-burst fee for low-latency exchanges
Joint with Michael Brolley. R&R at Journal of Financial Markets
Last updated on Apr 27, 2022
A machine learning measure of analyst report contribution
Joint with Charles Martineau.
Last updated on Oct 28, 2021
Code