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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 […]
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 […]
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