Department of Finance
Building & Room:
University Hall 2114
601 S. Morgan St., Chicago, IL 60607
- Securities Markets and High-Frequency Trading
- Corporate Finance
- Managerial Finance
- “Financing Dies in Darkness? The Impact of Newspaper Closures on Public Finance” (with Pengjie Gao and Chang Lee), Journal of Financial Economics (2020), vol. 135(2), 445-467.
- “Do High-Frequency Traders Improve your Implementation Shortfall?” (with Robert Korajczyk), Journal of Investment Management (2020), vol. 18(1), 18-33.
- “High-Frequency Market Making to Large Institutional Trades” (with Robert Korajczyk), Review of Financial Studies (2019), vol. 32(3), 1034-1067.
- “Municipal Borrowing Costs and State Policies for Distressed Municipalities” (with Pengjie Gao and Chang Lee), Journal of Financial Economics (2019), vol. 132(2), 404-426.
- “Casino Game Markets” (with Roland Eisenhuth and Andreas Neuhierl), The Handbook of Behavioral Industrial Organization (2018), Chapter 10, pp. 257-290, Edward Elgar Publishing.
- “Short-Term Return Predictability and Repetitive Institutional Net Order Activity” (with Ramabhadran Thirumalai), Journal of Financial Research (2017), vol. 40(4), 455-477.
2018, Government Finance Research Center research grant ($30,000), Government Finance Research Center
2018, Best Paper Award at the Brookings Municipal Finance Conference, Brookings Institution
2014, Investment Industry Regulatory Organization of Canada data grant, Investment Industry Regulatory Organization of Canada
PhD, Finance, Kellogg School of Management, Northwestern University, 2013
MSc, Finance, Sauder School of Business, University of British Columbia, 2007
BComm (Honors) and BSc, Pure Mathematics, Memorial University of Newfoundland, 2005