|
Differential access to dark markets and execution outcomes
|
Journal of Financial Economics |
2025 |
A* |
|
Benchmarking benchmarks
|
Journal of Financial Economics |
2025 |
A* |
|
Estimating background risk hedging demands from cross-sectional data
|
Journal of Financial Research |
2025 |
A |
|
Liquidity shocks and pension fund performance: Evidence from early access
|
Australian Journal of Management |
2024 |
A |
|
Secondary Market Transparency and Corporate Bond Issuing Costs
|
Review of Finance |
2022 |
A* |
|
Does Financial Market Structure Affect the Cost of Raising Capital?
|
Journal of Financial and Quantitative Analysis |
2021 |
A* |
|
Comment on: Price Discovery in High Resolution
|
Journal of Financial Econometrics |
2021 |
A* |
|
Liquidity Shocks and Pension Fund Performance: Evidence From the Early Release Scheme
|
Australian Journal of Management |
2020 |
A |
|
The Cross-Sectional Spillovers of Single Stock Circuit Breakers
|
Market Microstructure and Liquidity |
2018 |
B |
|
Interactions among High-Frequency Traders
|
Journal of Financial and Quantitative Analysis |
2017 |
A* |
|
Testing preference stability between couples and singles
|
Economics Letters |
2016 |
A |