Workingpapers

The Value of ETF Liquidity
Joint with Marta Khomyn and Tālis J. Putniņš. Revise & Resubmit at Review of Financial Studies
Last updated on Nov 23, 2022
Liquidity fragmentation on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Last updated on Nov 14, 2022
Do high-frequency market makers share risks?
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Jul 15, 2022
Code
Does gamified trading stimulate risk taking?
Joint with Philipp Chakpovski and Mariana Khapko. Revise & Resubmit at Management Science.
Last updated on Dec 28, 2022
A machine learning measure of analyst report contribution
Joint with Charles Martineau.
Last updated on Oct 28, 2021
Code
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets
Joint with Albert Menkveld and Emiliano Pagnotta.
Last updated on Oct 12, 2022