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

Co-authors: Tomas Björk and Agatha Murgoci


Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity, Management Science (2022)

Co-author: Michael Hasler

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

Co-author: Marius Zoican

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

Co-authors: Marlene Haas and Marius Zoican

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

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

Does Gamified Trading Stimulate Risk-Taking?

Co-authors: Phillipp Chapkovski and Marius Zoican

Asymmetries and the Market for Put Options

Co-authors: Adam Farago and Chayawat Ornthanalai

The Term Structures of Value and Growth Risk Premia

Co-authors: Michael Hasler and Roberto Marfe

Asset Pricing with Dynamically Inconsistent Agents

Work in Progress

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

Permanent Working Papers

Liquidity with High-Frequency Market Making

Co-authors: Jungsuk Han and Albert S. Kyle

Rational Learning and Term Structures

Co-authors: Michael Hasler and Roberto Marfe