Peter N. Dixon Ph.D.

Selected Research

Business Cycle Variation in Short Selling Strategies: Picking During Expansions and Timing During Recessions - With Eric Kelley - Journal of Financial and Quantitative Analysis (2022)

To Own or Not to Own: Stock Loans Around Dividend Payments- With Corbin Fox and Eric Kelley - Journal of Financial Economics  (2021)

Why Do Short Selling Bans Decrease Price Efficiency and Increase Adverse Selection - Review of Asset Pricing Studies (2021)

Do Investors Use Options and Futures to Trade on Different Types of Information: Evidence from an Aggregate Stock Index - Journal of Futures Markets  (2017) - With Kyoung Hun Bae

You can Only Lend What you Own: Inferring Daily Institutional Trading from Security Lending Supply - 2024 Working Paper - With Yashar Barardehi, Zi Da, and Junbo Wang

Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets - 2024 Working Paper (Presented at the 2024 NYU Stern Microstructure Conference) - With Yashar Barardehi and Qiyu Liu

Tick Sizes and Market Quality: Revisiting the Tick Size Pilot - 2024 Working Paper - With Yashar Barardehi, Qiyu Liu, and Ariel Lohr

Selected Policy Work

Rule 612 - Tick size - Lead Economist

Rule 610 - Exchange transaction fees - Lead Economist

Rule 10c-1a – Securities lending transaction tape – Lead Economist

Rule 13f-2 – Short selling reporting

Rule 205 – CAT data amendments

SEC Order to Improve Governance of Market Data - Lead Economist

Report Equity and Options Market Structure Conditions in Early 2021 (GameStop Report) - Lead Economist

Amendment to Rule 613 - CAT Security amendments

Rule 610T – Transaction fee pilot – Lead Economist

SEC Statement on market structure innovation for thinly traded securities – Lead Economist

Contact

peter.nephi.dixon@gmail.com 

Links

CV

SSRN

Google Scholar

SEC Page

Finance with Excel YouTube Videos

Research

Teaching

CV

Regulatory Work

Faith