selected scholarly activity
- Informed liquidity provision in a limit order market. Journal of Financial Markets. 52:100566-100566. 2021
- Regulating dark trading: Order flow segmentation and market quality. Journal of Financial Economics. 130:347-366. 2018
- Taxing high frequency market making: Who pays the bill. SSRN Electronic Journal. 2016
- ’Modern’Market Makers. Unpublished Manuscript, University of Toronto. 2016
- Subsidizing liquidity: The impact of make/take fees on market quality. Journal of Finance. 70:509-536. 2015
- The impact of competition and information on intraday trading. Journal of Banking and Finance. 44:55-71. 2014
- Liquidity, volume and price efficiency: The impact of order vs. quote driven trading. Journal of Financial Markets. 16:104-126. 2013
- University of Toronto. Canadian Medical Association Journal. 86. 2013
- Trading Volume in Dealer Markets. Journal of Financial and Quantitative Analysis. 45:1447-1484. 2010
- Dynamic rational expectations equilibrium with private information: How not to forecast the forecasts of others. Ann Arbor. 1001:48109-1220. 2003
- A Brownian Motion Foundation for Informational Diversity and Proximity, with Application to Rational Expectations Equilibrium.. SSRN Electronic Journal.
- Dark Trading on Public Exchanges. SSRN Electronic Journal.
- Do Retail Traders Suffer from High Frequency Traders?. SSRN Electronic Journal.
- Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market. SSRN Electronic Journal.
- Liquidity, Volume and Price Efficiency: The Impact of Order vs. Quote Driven Trading. SSRN Electronic Journal.
- Market Design for Trading with Blockchain Technology. SSRN Electronic Journal.
- Regulating Dark Trading: Order Flow Segmentation and Market Quality. SSRN Electronic Journal.
- Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality. SSRN Electronic Journal.
- The Impact of Competition and Information on Intraday Trading. SSRN Electronic Journal.