Research

Book

Time-Inconsistent Control Theory with Finance Applications, Springer Finance Series, Springer, 2021.

Co-authors: Tomas Björk and Agatha Murgoci

Publications

Do Speed Bumps Curb Low-Latency Investment? Evidence from a Laboratory Market, Journal of Financial Markets (2021), vol.55: 100601

Co-author: Marius Zoican

Speed and Learning in High-Frequency Auctions, Journal of Financial Markets (2021), vol.54: 100583

Co-authors: Marlene Haas and Marius Zoican

How Fast Should Trades Settle?, Management Science (2020), vol.66, issue 10, pp.4573-4593

Co-author: Marius Zoican

Should Investors Learn about the Timing of Equity Risk?, Journal of Financial Economics (2019), vol.132, issue 3, pp.182-204

Co-authors: Michael Hasler and Roberto Marfe

On Time Inconsistent Stochastic Control In Continuous Time, Finance and Stochastics (2017), vol. 21, issue 2, pp. 331-360

Co-authors: Tomas Björk and Agatha Murgoci

Working Papers

Does Gamiefied Trading Stimulate Risk-Taking?

Co-authors: Phillipp Chapkovski and Marius Zoican

Asymmetries and the Market for Put Options

Co-authors: Adam Farago and Chayawat Ornthanalai

The Term Structures of Value and Growth Risk Premia, Revise and Resubmit at Journal of Financial and Quantitative Analysis

Co-authors: Michael Hasler and Roberto Marfe

Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity

Co-author: Michael Hasler

Asset Pricing with Dynamically Inconsistent Agents

Liquidity with High-Frequency Market Making

Co-authors: Jungsuk Han and Albert S. Kyle

Work in Progress

Labor Income Dynamics and Financial Decision Making (with Michael Hasler, Chayawat Ornthanalai, and Paolo Sodini)