Economics Publications

Paying over the odds at the end of the fiscal year: Evidence from Ukraine (2025)

Journal of Econometrics, 249 (with Margaryta Klymak)

This was published in a special edition of the Journal of Econometrics for novel applications of  machine learning for economic policy problems. See the replication code here 

They were robbed! Scoring by the middlemost to attenuate biased judging in boxing (2025)

Journal of Sports Economics (with Carl Singleton)

Do governments crowd out governments? Evidence from a natural experiment (2024)

European Economic Review, 168 (with Margaryta Klymak)

It's good to be bad: The low quality advantage in consumer search markets (2022)

Economics Letters, 215 (with Margaryta Klymak)

Putting It Off for Later: Procrastination and End of Fiscal Year Spending Spikes (2019)

Scandinavian Journal of Economics ,121(2), 706-735.

Quantitative Finance Publications

Refined Slippage: Variance reduction for slippage using counterfactual price estimation (forthcoming)

Risk 

Choosing trading strategies in electronic execution using importance sampling (2024)

Risk, Nov 14 2024

HighFrequencyCovariance: A Julia Package for Estimating Covariance Matrices Using High Frequency Financial Data (2022)

Journal of Statistical Software, 103(14), 1-25 (with Margaryta Klymak).

Other Publications

Fixedpoint Acceleration in R (2019)

The R Journal, 11(1), 359-375  (with Margaryta Klymak).

Working Papers

Negotiation by Delay: Disagreements Within Government and Year-end Spending Spikes (2025)  (with Alessandro Spiganti)