Areas of Expertise
- Price feedback and the informativeness of price for firm decision making
- Institutional investors (in particular, their effect on the real economy)
- Real and financial options
- Market microstructure
- Game theory
- Optimal control
- Executive compensation and contracting
Publications and Working Papers
"Moral Hazard in Active Asset Management," with Shaun William Davies, Journal of Financial Economics, forthcoming.
"Tax Uncertainty and Retirement Savings Diversification," with Scott Cederburg and Micahel O'Doherty. Journal of Financial Economics, forthcoming.
"Investing in Security Price Informativeness: The Role of IPO Underpricing," Job Market Paper.
NASDAQ OMX Group Ph.D. Dissertation Grant, 2013.
"Key Investors in IPOs," with Sergei Kovbasyuk.
"Venture Financing and Inefficient Syndicates," with Shaun William Davies.
"ETF Arbitrage and Return Predictability," with Shaun William Davies and Matthew Ringgenberg.
"Simple Intuition Gone Awry: Combining Real and Financial Options in Tax Elections," with J. Chris Leach.
McGraw-Hill/Irwin Distinguished Paper Award, SWFA, 2013.
"Dark Pool Exclusivity Matters," with Leslie Boni and J. Chris Leach.
"The Effects of ETF Competition on Active Asset Managers," with Shaun William Davies and Mathias Kronlund.
"Equity Crowdfunding - Theory and Evidence," with Shaun William Davies and Mingfeng Lin.
"Exclusive Dark Pools," with Leslie Boni and J. Chris Leach, Review of Financial Regulation Studies, 10: 5-6 (2012).