Recent & Upcoming Talks

2023

Non-Standard Errors

Non-Standard Errors
May 19, 2023 University of Illinois at Chicago
PDF Slides

2020

Information Diffusion in Korean Equity Markets

Information Diffusion in Korean Equity Markets
Jun 5, 2020 University of Illinois at Chicago

Measuring Information Asymmetry in Event Time

Measuring Information Asymmetry in Event Time
Feb 14, 2020 4:00 PM University of Toledo Department of Mathematics and Statistics
PDF Slides

2019

A Network Analysis of Information Diffusion in the Financial Sector

A Network Analysis of Information Diffusion in the Financial Sector
Oct 25, 2019 Sheraton New Orleans

The U.S. - China Trade Relationship

The U.S. - China Trade Relationship
Jun 6, 2019 2:00 PM Shandong University School of Economics

2018

Currency Risk and Information Diffusion

Currency Risk and Information Diffusion
Jun 2, 2018 University of Illinois at Chicago

VPIN and Market Microstructure

VPIN and Market Microstructure
Jan 31, 2018 11:30 AM BGSU Department of Mathematics and Statistics

2017

Empiral Asset Pricing

Empirical Asset Pricing
Dec 22, 2017 TDTU Department of Banking and Finance

Adverse Selection and Broker Execution

Adverse Selection and Broker Execution
May 19, 2017 University of Illinois at Chicago

2016

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN
Apr 8, 2016 Hyatt Regency Baltimore Inner Harbor

2015

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN
Dec 4, 2015 Morgan State University Earl G. Graves School of Business and Management

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN
Nov 13, 2015 American University of Beirut Suliman S. Olayan School of Business

The Bond Coupon’s Impact on Liquidity

The Bond Coupon’s Impact on Liquidity
Jun 4, 2015 University of Economics and Law

Information Diffusion in Equity Markets

Information Diffusion in Equity Markets
May 29, 2015 University of Illinois at Chicago

2014

Twenty Years of VPIN

Twenty Years of VPIN
May 17, 2014 University of Illinois at Chicago

2013

The Bond Coupon's Impact on Liquidity

The Bond Coupon’s Impact on Liquidity
May 18, 2013 University of Illinois at Chicago

2012

Relative Return Momentum in Asset Allocation

Relative Return Momentum in Asset Allocation
May 11, 2012 University of Illinois at Chicago