Research
Book
Time-Inconsistent Control Theory with Finance Applications, Springer Finance Series, Springer, 2021.
Co-authors: Tomas Björk and Agatha Murgoci
Publications
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