The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks
Journal of Financial Markets, 66, 100853
Academic journals
Volatility and dark trading: Evidence from the Covid-19 pandemic
The British Accounting Review, 55 (4),101171
Research highlight
Why Do Boards Exist? Governance Design in the Absence of Corporate Law
Review of Financial Studies, 36 (5),1788–1836
Options-based systemic risk, financial distress, and macroeconomic downturns
Journal of Financial Markets, 65, 100834
Research highlight
Corporate Capture of Blockchain Governance
Review of Financial Studies, 36 (4), 1364–1407
Research highlight
Dynamic Asset-Backed Security Design
The Review of Economic Studies, 90(6), 3282–3314
Research highlight
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Research highlight
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences
Journal of Fixed Point Theory and Applications, 25, 2
Research highlight
Asset Management Contracts and Equilibrium Prices
Journal of Political Economy, 130(12), 3146-3201
Research highlight
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
