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My paper with Matt Ringgenberg, Stock Options, Stock Loans, and the Law of One Price, has been accepted at both the SFS Cavalcade and the Western Finance Association meetings! I’ll be presenting it in both places. See you there!

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8 posts
March 21st, 2018

SFS Cavalcade and WFA

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

November 4th, 2017

Publication Update

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

May 10th, 2017

Forthcoming!

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

January 12th, 2017

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

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

August 1st, 2016

New version of Supply side short-selling constraints!

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

July 28th, 2016

Phantom Liquidity paper getting some press

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

July 8th, 2016

Back in Nashville

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

May 9th, 2016

Accepted at the Northern Finance Assn meetings!

Excited that my paper Two-Sided Markets was accepted at the Northern Finance Association meetings. Looking forward to my first trip to Quebec!