Research

Publications

``Improving Overnight Loan Identification in Payment Systems," 2016, Journal of Money, Credit and Banking, 48(2-3), pp. 549-564.
Working Paper Version — Bank of Canada Staff Working Paper Series 2014-06.
Code — [ zip ]; Online Appendix — [ pdf ]

Working Papers

``Public Listing Choice with Persistent Hidden Information" (joint with Francesco Celentano) [ pdf ]
— Revise & Resubmit, Review of Economic Studies

Works in Progress

``Intraday Trade Dynamics in Short-Term Funding Markets" (joint with Francisco Rivadeneyra); [ slides ] [pdf]

``Buy vs Rent Heuristic" with Briana Chang, Hyson-Soo Choi, Harrison Hong, and Jeffrey Kubick

``Cultivating Market Power with Patent Litigation"

``Stockpiling Liquidity to Acquire Innovation"