Fields of Specialization
Currency Market Microstructure
“Extreme Returns Without News: The Case of Currencies” with Carol Osler, Journal of Banking and Finance, Volume 35, Issue 11, 2011 (pdf)
“Exchange-Rate Response to Macro News: Through the Lens of Market Microstructure,” Journal of International Financial Markets, Institutions & Money, Volume 21, Issue 1, 2011 (pdf)
“Asymmetric Information and the Foreign Exchange Trades of Global Custody Banks,” with T. Nguyen and C. L. Osler, Under Review. (pdf)
“Managerial Stock Options and Firm Risk: The Impact of Regulatory Changes,” with E. Sisli-Ciamarra. (pdf)
“The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets” with W. Ben Omrane. (pdf)
Work in Progress
“CEO Compensation and Risk Taking in Economic Expansions and Recessions” with E. Sisli-Ciamarra.
“Risk Taking Implications of Stock Compensation in Financial Services Industry,” with E. Sisli-Ciamarra.
“The Effect of Macroeconomic Uncertainty on Currency Returns and Volatility” with W. Ben Omrane.