Theory

Retail Margin Trading

Joint with David Cimon (Bank of Canada).

Liquidity Provision Under Flat Commissions in a Maker-Taker World

Joint with Katya Malinova (McMaster).

Cyber Risk and Security Investment

Joint with Toni Ahnert (ECB), David Cimon (WLU), and Ryan Riordan (Queen's).

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

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