What’s New

Could there be a Sharpe Ratio for Cyber Risk?

What if speed could be liquid?



Joint with David Cimon (Bank of Canada).

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

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


Finance Research Letters, 2023, 51(January), 103350.

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

Sabbatical Leave

I will be on sabbatical leave in the latter half of 2023, where I will be enjoying some much-needed dedicated research time. Current plans will take me to the Bank of Canada in Ottawa, and down the ol' 401 to Toronto.

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.



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.

A Master’s course for the MFIN program that covers an introduction to economics theory.

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

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

Selected Awards and Grants

Runner-Up for Josseph De La Vega Prize

Special Mention (Runner-up) for Liquid Speed: a Micro-Burst Fee for Low Latency Exchanges.

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.