Associate Professor (with tenure)
Mackenzie Investments Chair in Evidence-Based Investment Management
DeGroote School of Business
- My paper with Michael Brolley "Informed Liquidity Provision in a Limit Order Market" is forthcoming at the Journal of Financial Markets!
- This paper is one of the two that supercede our 2013 working paper "Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market". A new version for the second one ("Maker-Taker Fees and Liquidity: The Role of Commission Structures") is coming soon!
- The virtual seminar series "Microsturcture Exchange" is now live! Please visit: https://microstructure.exchange for the schedule and to register.
- Andreas Park and I will be presenting our "Sniping in Fragmented Markets" paper at the WFA 2020.