Publications Do Speed Bumps Curb Low-Latency Investment? Evidence from a Laboratory Market, Journal of Financial Markets, Forthcoming
Co-author: Marius Zoican
Speed and Learning in High-Frequency Auctions, Journal 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 Time, Finance and Stochastics (2017), vol. 21, issue 2, pp. 331-360
Co-authors: Tomas Björk and Agatha Murgoci
Working Papers Co-authors: Michael Hasler and Roberto Marfe
Co-author: Michael Hasler
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)
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