``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 ]
``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"