Published papers
Asymmetric Thin Markets, Journal of Financial Economics, 183 (2026) 104319
Arbitrage with Financial Constraints and Market Power, Journal of Economic Theory, vol. 217, April 2024
Previous title: Market Structure and the Limits of Arbitrage
Sequential Entry in Illiquid Markets, Journal of Financial Markets, vol. 64, Jun 2023
Previous title: Which Markets Attract Arbitrageurs?
Working papers
Strategic Trading around Anticipated Supply/Demand Shocks
Predatory Trading in a Rational Market
Previous title: Strategic Liquidity Provision and Predatory Trading
In Progess
Optimal Latency, with A. Boulatov and S. Carré
Inactive Working Paper