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The Value of ETF Liquidity
The Review of Financial Studies, 2024, 37(10): 3092-3148
Last updated on Sep 18, 2024
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Trading Gamification and Investor Behavior
Management Science, Articles in Press
Last updated on Jun 17, 2024
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Non-Standard Errors
Journal of Finance, in press.
Last updated on Apr 23, 2024
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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, forthcoming.
Last updated on Jan 9, 2024
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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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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.
Last updated on Oct 28, 2021
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