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Phantom Liquidity has been submitted to the Journal of Trading. It was (sort of) solicited so we’re pretty hopeful that it is good to go. Great work by my co-authors getting it polished and ready to go. Ready to do some more work on HFT with Rick and the gang.

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May 10th, 2017

Forthcoming!

January 12th, 2017

New paper! The revealed preference of sophisticated investors with Marat Molyboga.

August 1st, 2016

New version of Supply side short-selling constraints!

July 28th, 2016

Phantom Liquidity paper getting some press

July 8th, 2016

Back in Nashville

June 13th, 2016

Back from Lisbon. To WFAs next week!

May 27th, 2016

Headed to Lisbon!

May 9th, 2016

Phantom liquidity paper updated and submitted.

May 9th, 2016

Accepted at the Northern Finance Assn meetings!

May 4th, 2016

Two-sided markets paper updated