Publications 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
Do Speed Bumps Curb Low-Latency Investment? Evidence from a Laboratory Market, Revise and Resubmit at Journal of Financial Markets
Co-author: Marius Zoican
Co-authors: Jungsuk Han and Albert S. Kyle
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