My research focuses on securities trading and the structure of financial markets. I study algorithmic and high-frequency trading, competition among equity and options exchanges, information dissemination, price pressures, institutional trading, insider trading, short selling and trade classification. In the area of corporate finance, I have worked on issues of signalling and catering.
I have received awards from the Ontario Ministry of Research and Innovation, the American Association of Individual Investors, Toronto CFA Society and Hillsdale Investment Management, Northern Finance Association, Auckland Centre for Financial Research, the RS-DeGroote Conference on Market Structure and Market Integrity, the Mid-Atlantic Research Conference in Finance, and twice from the Eastern Finance Association. I currently hold research grants from the Canada Research Chairs Program, Canada Foundation for Innovation, and the Social Sciences and Humanities Research Council (SSHRC). In the past, I have also held two SSHRC grants and a grant from the NASDAQ Educational Foundation.
My engagements outside the university include consulting work with market regulators in Canada, the United Kingdom, and the provinces of British Columbia, New Brunswick and Ontario.
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