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 Security and Ransomware in Financial Markets
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.