Research

Working Papers:

Intermediary Inventory Risk and the Pricing Kernel

Job Market Paper · Best Paper in Options & Derivatives at FMA Annual Meeting

Is 24/7 Trading Better? (with Patrick Blonien)

WRDS-TME Best Paper Award · Best Paper Semifinalist in Microstructure at FMA Annual Meeting

Policy Comments and Media: Markets Media, Columbia Blue Sky Blog, SEC comment letter (cited in 24X response letter, SEC findings notice)

The Empirical Virtue of Complexity in Simple Economic Models (with Kerry Back and Seth Pruitt)

Cyclical Labor Market Search Effort and Portfolio Risk

Information Acquisition in a Dynamic Model with Price Impact (with Patrick Blonien)

Works in Progress:

Dynamic Portfolio Construction in a Log-Linear Space (with James Sefton)

Option Bounds in Models with Jumps

Page updated

Google Sites

Report abuse