Theory

Cyber Risk in Financial Markets

Joint with David Cimon (WLU).

Maker-Taker Fees and Liquidity: The Role of Commission Structures

Joint with Katya Malinova (McMaster).

Liquid Speed: On-demand Fast Trading at Distributed Exchanges

Joint with Marius Zoican (Rotman).

Informed Trading in a Low-Latency Limit Order Market

Joint with Katya Malinova (McMaster). Revise and Resubmit at *Journal of Financial Markets*.

Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market

Joint with Katya Malinova (McMaster). 2013 WFA paper.