What’s New

Could there be a Sharpe Ratio for Cyber Risk?
3 min read Cyber Risk, Competition

What if speed could be liquid?
2 min read FinTech, HFT

1 min read News

Projects

*
All Submitted Working Paper In Progress

Joint with Katya Malinova (McMaster).

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

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

Publications

Journal of Financial Markets, 2023, 64(June) 100785.
PDF DOI

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

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

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

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

Management Science, 2020, 66(2), 863-886.
PDF DOI Online Appendix

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

Where You Can Find Me

Northern Finance Association Annual Meeting

Montreal, Quebec 09/20/24 – 09/22/24
I will be chairing a session and discussing a paper at this year’s NFA meeting in Montreal.

Sabbatical Leave

Waterloo-Toronto-Ottawa, ON 07/01/23 – 12/31/23
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

Waterloo, Ontario 03/21/20 – 08/31/20
Due to the COVID-19 pandemic, all scheduled seminars have been cancelled or postponed. Check back at the end of Summer 2020.

Courses

*
All Upcoming Current Past Undergraduate Graduate

An introduction to the structure of financial markets, the processes and outcomes of institutional and individual trading, and …

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

FESE 2021
Special Mention (Runner-up) for Liquid Speed: a Micro-Burst Fee for Low Latency Exchanges.

SSHRC Insight Development Grant

Social Sciences and Humanties Research Council of Canada 2019 – 2021
Does it Pay to be Secure? Cyber Risk and the Competition for Clients in Financial Markets (joint with David Cimon)

SSHRC Connection Grant

Social Sciences and Humanties Research Council of Canada 2018 – 2019
Bank of Canada – Wilfrid Laurier Market Structure Workshop (joint with Andriy Shkilko)

SSHRC Insight Development Grant

Social Sciences and Humanties Research Council of Canada 2016 – 2018
Financial Information Acquisition and Dissemination in a High Frequency World

NASDAQ OMX and CQA Doctoral Tutorial Best Paper Prizes

European Finance Association 2014
Awarded for (now-titled) Price Improvement and Execution Risk in Lit and Dark Markets.

Contact