What’s New

Could there be a Sharpe Ratio for Cyber Risk?

What if speed could be liquid?

Publications

Journal of Financial Markets, 2021, 52(January), 100566 (Lead Article).

Journal of Financial and Quantitative Analysis, 2020, 55(8), 2555-2587.

North American Journal of Economics and Finance, 2020, 52(April), 101131.

Resource and Energy Economics, 2008, 30(8), 568-577.

Where You Can Find Me

Financial Management Association Annual Meeting

This year at the FMA annual meeting, I’ll be discussing Justin Cox and Todd Griffith’s work in the Liquidity Provision Session on Oct 20.

Northern Finance Association Annual Meeting

I’ll be discussing Charles Martineau and Marius Zoican’s work at the NFA annual meeting on Sep 26 in the Analysts session. My colleague David Cimon will present our work with Ryan Riordan, `Efficient Cyber Risk: Security and Competition in Financial Markets' on Sep 27 in the Competition session.

European Finance Association Annual Meeting

The EFA is going virtual! I’ll be presenting `Liquid Speed: a Congestion Fee for Low-Latency Exchanges' on Stream 14, Time Period 2.

Seminar Tour on Hold

Due to the COVID-19 pandemic, all scheduled seminars have been cancelled or postponed. Check back at the end of Summer 2020.

Courses

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An introduction to the theory and practice of security analysis and portfolio management.

A PhD course covering theoretical tools useful for research in Finance and Financial Economics.

An introduction to Corporate Finance. This course is required for the Honours Bachelor of Business Administration.

Selected Awards and Grants

SSHRC Insight Development Grant

Does it Pay to be Secure? Cyber Risk and the Competition for Clients in Financial Markets (joint with David Cimon)

SSHRC Connection Grant

Bank of Canada – Wilfrid Laurier Market Structure Workshop (joint with Andriy Shkilko)

SSHRC Insight Development Grant

Financial Information Acquisition and Dissemination in a High Frequency World

NASDAQ OMX and CQA Doctoral Tutorial Best Paper Prizes

Awarded for (now-titled) Price Improvement and Execution Risk in Lit and Dark Markets.

Contact