Work in progress

Determinants of Limit Order Cancellations
Coauthored with Petter Dahlström and Lars Nordén

Call Auction Volatility Extensions
Coauthored with Ester Félez Viñas
Blog | SSRN

Overestimated Effective Spread: Implications for Investors
Awarded the De la Vega Prize 2017
Blog | SSRN

Does Commonality in Illiquidity Matter to Investors?
Coauthored with Richard Anderson, Jane Binner, and Birger Nilsson
Published 2013 as a Federal Reserve Bank of St Louis Working Paper