Co-author: Marius Zoican

Speed and Learning in High-Frequency AuctionsJournal of Financial Markets, Forthcoming
Co-authors: Marlene Haas and Marius Zoican

How Fast Should Trades Settle?, Management Science, Forthcoming
Co-author: Marius Zoican

Should Investors Learn about the Timing of Equity Risk?, Journal of Financial Economics (2019), vol.132, issue 3, pp.182-204
Co-authors: Michael Hasler and Roberto Marfe

On Time Inconsistent Stochastic Control In Continuous TimeFinance and Stochastics (2017), vol. 21, issue 2, pp. 331-360
Co-authors: Tomas Björk and Agatha Murgoci

Working Papers

Co-authors: Jungsuk Han and Albert S. Kyle 

Work in Progress

Asymmetries and the Market for Put Options (with Adam Farago)

Labor Income Dynamics and Financial Decision Making (with Michael Hasler, Chayawat Ornthanalai, and Paolo Sodini)