Research / my two highly inflated cents

Working Papers

• Tick Size: A Friction in a Frictional World?
• Regulating the Trade in Cap-and-Trade
• Anticompetitive Price Referencing
• Dynamic Trade Informativeness
• What is in High-Frequency Price Pressure?
• Uncertain Market Making
• Middlemen Interaction and Effects on Market Quality

Publications

• When Can Less Be More? Inducing Dealer Responses in RFQ Platforms — Journal of Economic Theory, 2026
• Queuing Uncertainty of Limit Orders — Management Science, 2025
• Siphoned apart: A portfolio perspective on order flow fragmentation — Journal of Financial Economics, 2024
• Simultaneous Multilateral Search — The Review of Financial Studies, 2023
• Speed Acquisition — Management Science, 2021
• Derivatives and Market (Il)liquidity — Journal of Financial and Quantitative Analysis, 2024
• Shades of Darkness: A Pecking Order of Trading Venues — Journal of Financial Economics, 2017
• Prevening Information Leakage — Management Science, 2026
• The Flash Crash: A Cautionary Tale about Highly Fragmented Markets — Management Science, 2019
• Non-Standard Errors — The Journal of Finance, 2023