Christopher Rigsby
Assistant Professor of Accounting at Vrije Universiteit Amsterdam
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Overview
Overview
I am an Assistant Professor of Accounting at Vrije Universiteit Amsterdam. My research sits at the intersection of market microstructure and information economics. I focus on market responses during real-time information releases (especially earnings conference calls), M&As, dark pools, and ETFs.
Ph.D., Accounting Information and Management, Kellogg School of Management, Northwestern University
M.S., Geophysics, Saint Louis University
B.S., Applied Mathematics and Creative Writing, Fontbonne University
Research
Research
Working Papers
Working Papers
Tone and Intraday Liquidity During Earnings Conference Calls
R&R (Second round), International Review of Financial Analysis
Managerial tone during the presentation section of U.S. earnings calls is associated with narrower spreads and reduced volatility, and those associations persist through the Q&A and post-call windows.
Shifts in Trading: From Stocks to ETFs
with Egle Karmaziene
Presented at EFA Annual Meeting; EUROFIDAI-ESSEC Paris December Finance Meeting
Using a quasi-natural experiment, we show that restrictions on individual stocks' access to dark pool leads to trading migration to ETFs.
Disclosure and Dark Trading: Information Asymmetry, Lit Liquidity, and Trading Venue Choice Around M&A Announcements
Unexpected valuation disclosures change where trading occurs. M&A announcements lead to differentially more dark market trading for targets with poorer information environments even as lit market liquidity drastically improves.
Reliable Empirical Accounting Research in the Age of Generative AI
with Valerie Zhang and Sean M. Song
A domain-specific retrieval-augmented generation system built on a large corpus of accounting, finance, and economics papers and code. It nearly eliminates hallucinations, retrieves more relevant prior literature, and produces faster and more reliable replications.
Spillover Effects of Addressing CEOs' Compensation Fairness Concerns
with Niklas Meyer
A change in market microstructure that was expected to affect a signal of managerial effort, but not fundamental performance, raises treatment-group CEO compensation by 6.5 percent.
Research in Progress
Research in Progress
Do Earnings Conference Calls Produce Unexpected Information? Real-time Reactions to After-hours Disclosures
Financial Distress and Dark Market Trading
Battle for Liquidity: High-Frequency and Mid-Frequency Trading
Teaching
Teaching
Vrije Universiteit Amsterdam
Accounting, Business, and Society (course coordinator), 2023–2026
Master's Thesis Supervisor, 2023–2026
Data Analytics for Accounting and Control (tutorials), 2024-2026
Accounting I (tutorials), 2024-2025
Financial Accounting Theory (tutorials), 2023-2024
City University of Hong Kong
Financial Statement Analysis (BBA), 2022
Accounting and Business Ethics (BBA), 2021
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