Research

Book

Time-Inconsistent Control Theory with Finance Applications, Springer Finance Series, Springer, 2021.

Co-authors: Tomas Björk and Agatha Murgoci

Publications

8. Trading Gamification and Investor Behavior, Management Science, Forthcoming 

     Co-authors: Philipp Chapkovski and Marius Zoican

7. Asset Pricing with Dynamically Inconsistent Agents, Finance and Stochastics, (2023), vol. 27, issue 4, pp. 1017-1046

6. Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity, Management Science (2023), vol. 69, issue 9, pp. 4973-5693

     Co-author: Michael Hasler

5. Do Speed Bumps Curb Low-Latency Investment? Evidence from a Laboratory Market, Journal of Financial Markets (2021), vol.55: 100601

     Co-author: Marius Zoican

4. Speed and Learning in High-Frequency Auctions, Journal of Financial Markets (2021), vol.54: 100583

     Co-authors: Marlene Haas and Marius Zoican

3. How Fast Should Trades Settle?, Management Science (2020), vol.66, issue 10, pp.4573-4593

     Co-author: Marius Zoican

2. 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

1. 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

• Value Premium and Equity Term Structures of Value and Growth Firms (previous title: The Term Structures of Value and Growth Risk Premia)

Co-authors: Michael Hasler and Roberto Marfe

• Asymmetries and the Market for Put Options

Co-authors: Adam Farago and Chayawat Ornthanalai

• Gamified Risk-Taking

Co-authors: Philipp Chapkovski and Marius Zoican

• Expected Labor Income Growth and the Cross-Section of Portfolio Decisions (draft available upon request)

Co-authors: Michael Hasler, Chayawat Ornthanalai, Paolo Sodini

• Liquidity with High-Frequency Market Making

Co-authors: Jungsuk Han and Albert S. Kyle