Recent & Upcoming Talks

2020

Measuring Information Asymmetry in Event Time

Measuring Information Asymmetry in Event Time

2019

A Network Analysis of Information Diffusion in the Financial Sector

A Network Analysis of Information Diffusion in the Financial Sector

The U.S. - China Trade Relationship

The U.S. - China Trade Relationship

2018

Currency Risk and Information Diffusion

Currency Risk and Information Diffusion

VPIN and Market Microstructure

VPIN and Market Microstructure

2017

Empiral Asset Pricing

Empirical Asset Pricing

Adverse Selection and Broker Execution

Adverse Selection and Broker Execution

2016

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN

2015

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN

Identifying and Pricing Adverse Selection Risk with VPIN

The Bond Coupon’s Impact on Liquidity

The Bond Coupon’s Impact on Liquidity

Information Diffusion in Equity Markets

Information Diffusion in Equity Markets

2014

Twenty Years of VPIN

Twenty Years of VPIN

2013

The Bond Coupon's Impact on Liquidity

The Bond Coupon’s Impact on Liquidity

2012

Relative Return Momentum in Asset Allocation

Relative Return Momentum in Asset Allocation