Assistant Professor of Finance
University of British Columbia,
Renmin University of China,
"What's Not There: The Odd-Lot Bias in TAQ Data (forthcoming)"
Journal of Finance,
"Is Market Fragmentation Harming Market Quality?"
Journal of Financial Economics,
"Catching fire: An intraday analysis of information diffusion using retweet data"
"Tick Size Constraints, Market Structure, and liquidity"
"What is Not There: The Odd-lot Bias in TAQ data"
"Should We Slow Down the Market?"
"A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Crossing Network
"Non-Execution and Market Share of Crossing Networks
Honors and Awards
, National Science Fundation: $255,821, Principle Investigator
Price Discovery and Liquidity in a Fragmented Stock Market
, NASDAQ Education Foundation Ph.D. Dissertation Fellowship, $15,000