Peter N. Dixon Ph.D.
Employment
Financial Economist - United States Securities and Exchange Commission 2018-Present
Education
Ph.D. Finance - University of Tennessee (2018)
MS Statistics-Econometrics - University of Utah (2011)
BS Financial Economics - Brigham Young University-Idaho (2009)
CV - Updated December 2022
Selected Research
Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets - Working Paper (Presented at the 2024 NYU Stern Microstructure Conference)
Tick Sizes and Market Quality: Revisiting the Tick Size Pilot - Working Paper
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)
Selected Policy Work
Rule 612 - Tick size - Lead Economist
Rule 610 - Exchange transaction fees - Lead Economist
Rule 10c-1 – 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
NFA presentation.pptx