Select Publications
Journal articles
2023, 'Banning dark pools: Venue selection and investor trading costs', Journal of Financial Markets, 65, pp. 100831 - 100831, http://dx.doi.org/10.1016/j.finmar.2023.100831
,2021, 'QUANTIFYING THE HIGH-FREQUENCY TRADING "ARMS RACE"', QUARTERLY JOURNAL OF ECONOMICS, 137, pp. 493 - 564, http://dx.doi.org/10.1093/qje/qjab032
,Reports
2016, Asymmetries in Dark Pool Reference Prices, Financial Conduct Authority, London, FCA Occasional Papers, https://ssrn.com/abstract=2848120
,Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark, Elsevier BV, http://dx.doi.org/10.2139/ssrn.3270844, http://dx.doi.org/10.2139/ssrn.3270844
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