Publications

Can preferred clearing reduce post-trade costs?
Working paper
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How do retail investors use order flow data?
Working paper
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Fragmentation and optimal liquidity supply on decentralized exchanges
R&R at Review of Financial Studies
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Queuing and inventories in limit-order markets
R&R at Journal of Financial Markets
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Gamified Risk-Taking
R&R at Journal of Behavioral and Experimental Finance
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The Value of ETF Liquidity
The Review of Financial Studies, 2024, 37(10): 3092-3148
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Trading Gamification and Investor Behavior
Management Science, Articles in Press
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Non-Standard Errors
Journal of Finance, 2024, 79(3): 2339-2390
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Retail Trading and Analyst Coverage
Journal of Financial Markets, 2023, 66 (November), 100849.
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Reproducibility in Management Science
Management Science, 2024, 70(3): 1343-2022
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Liquid speed: A micro-burst fee for low-latency exchanges
Journal of Financial Markets, 2023, 64 (June), 100785.
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On-demand fast trading on decentralized exchanges
Finance Research Letters, 2023, 51 (January), 103350
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Measuring information in analyst reports: A machine learning approach
Permanent working paper
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Do speed bumps curb low-latency investment? Evidence from a laboratory market
Journal of Financial Markets, 2021, 55 (September), 100601 (Lead Article).
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Speed and learning in high-frequency auctions
Journal of Financial Markets, 2021, 54 (June), 100583 (Lead Article).
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How fast should trades settle?
Management Science, 2020, 66(10), 4573-4593.
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies, 2017, 30(4), 1188-1228.
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Too-international-to-fail? Supranational bank resolution and market discipline
Journal of Banking and Finance, 2016, 65, 41-58.
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Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets
Permanent working paper
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