Workingpapers

Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Last updated on Feb 12, 2024
The Value of ETF Liquidity
Joint with Marta Khomyn and Tālis J. Putniņš. Revise & Resubmit at Review of Financial Studies (Round 3)
Last updated on Apr 21, 2024
The queuing friction in limit order book markets
Joint with Corey Garriott and Vincent van Kervel. Reject & Resubmit at JFQA
Last updated on Feb 23, 2024
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