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.
"Investing in Security Price Informativeness: The Role of IPO Underpricing," Job Market Paper.
"Simple Intuition Gone Awry: Combining Real and Financial Options in Tax Elections" with J. Chris Leach.
"Dark Pool Exclusivity Matters," with Leslie Boni and J. Chris Leach.
"Exclusive Dark Pools," with Leslie Boni and J. Chris Leach, Review of Financial Regulation Studies, 10: 5-6 (2012).