My paper with Matt Ringgenberg, Stock Options, Stock Loans, and the Law of One Price, has been accepted at both the […]

Two papers recently accepted into conferences: Stock Options, Stock Loans, and the Law of One Price with Matt Ringgenberg will […]

The Revealed Preference of Sophisticated Investors is the lead article in the November issue of European Financial Management. Benchmarking Commodity Returns is […]

My paper The Revealed Preferences of Sophisticated Investors is now forthcoming in European Financial Management. Final citation info to come […]

New paper added, now on SSRN. Actually, it was done back in September, but I was delaying putting it out, […]

A new version of  Supply side short-selling constraints: who is buying when shorts are selling is now up and available. […]

Phantom Liquidity and HFT paper getting some attention. Vanderbilt News Matt Levine’s Money Stuff blog.  

Back in Nashville for a while, working on updating The Limits to (Short) Arbitrage, Risk shifting or just risk-adjusted returns, […]

I had a great time in Lisbon, both at the conference and then on  a little vacation. Next Monday I […]

I have two papers on the agenda at the 2016 Financial Intermediation Research Society (FIRS) conference in Lisbon, Portugal, June […]