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.   Related

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 […]

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

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

Two-sided markets has been updated and posted to SSRN. Just re-submitted to the Journal of Finance. Should get some more feedback […]