Leave a Reply


1 2
January 21st, 2018

Two new conferences acceptances

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

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


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.   Related

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, […]

June 13th, 2016

Back from Lisbon. To WFAs next week!

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

May 27th, 2016

Headed to Lisbon!

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

May 9th, 2016

Phantom liquidity paper updated and submitted.

Phantom Liquidity has been submitted to the Journal of Trading. It was (sort of) solicited so we’re pretty hopeful that it […]