Assistant Professor of Finance
"What's Not There: The Odd-Lot Bias in TAQ Data (Conditionally accepted)"
Journal of Finance,
"Is Market Fragmentation Harming Market Quality?"
Journal of Financial Economics,
"What is Not There: The Odd-lot Bias in TAQ data"
"Should We Slow Down the Market?"
"A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Crossing Network
"Non-Execution and Market Share of Crossing Networks
Honors and Awards
Price Discovery and Liquidity in a Fragmented Stock Market
, NASDAQ Education Foundation Ph.D. Dissertation Fellowship, $15,000