Research

My Google Scholar author page

My SSRN author page

My ResearchGate author page

Publications:

Do Hedge Funds Supply or Demand Liquidity? Review of Finance 18 (2014): 1259-1298. Joint with Petri Jylhä and Matti Suominen

How Some Bankers Made a Million by Trading just Two Securities? Journal of Empirical Finance 44 (2017): 304-315. Joint with Matti Suominen

The Search for Yield: Implications to Alternative Investments. Journal of Empirical Finance 44 (2017): 227-236. Joint with Roman Kräussl and Thorsten Lehnert

Capturing Investor Sentiment: Advancing Predictability in Finance with Computer Science Approaches. Conference proceedings of 20th IEEE International Conference on Business Informatics (CBI 2018), BAPAR Workshop. Joint with Lin Gao and Dimitrios Kampas

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs. Review of Financial Studies 33 (2020): 75-111. Joint with Erkko Etula, Matti Suominen and Lauri Vaittinen

Short-term Reversals, Returns to Liquidity Provision and the Costs of Immediacy. Journal of Banking & Finance 138 (2022). Joint with Anna Ignashkina and Matti Suominen

Non-Standard Errors.  Journal of Finance 79 (2024). Joint with Menkveld, Dreber, Holzmeister, Huber, Johannesson, Kirchler, Razen, Weitzel and et al. 

Cross-Fund Cash Flows. In: Cumming, D., Hammer, B. (eds) The Palgrave Encyclopedia of Private Equity (2024). Palgrave Macmillan, Cham. Joint with Roman Kräussl

The Performance of Marketplace Lenders. Journal of Banking & Finance 162 (2024). Joint with Roman Kräussl, Zsofia Kräussl and Joshua Pollet

Working Papers:

Do Open-market Share Repurchases Supply or Demand Immediacy? Joint with Sanja Jankovic

A Structural Model of Short-term Reversals. Joint with Matti Suominen