Current Research
My research primarily focuses on the synthetic replication of shorted securities (naked shorting), derivatives, market microstructure, fixed income securities and portfolio theory.
Some of my publications and current research include:
8. Information Transmission Between Depository Receipts And Their Underlying Securities, co-authored with Jin Q, Jeon, working paper.
6. The Naked Truth: Examining Prevailing Practices in Short-Sales and the Resultant Voter Disenfranchisement, co-authored with Dr. Robert Brooks, The Journal of Trading, Summer 2008.
5.
The Significance and Certification of Shelf Registrations, co-authored with
Edward Graham and William Sackley, working paper.
1. How Much Is Reasonable? The Size of Termination Fees in Mergers and
Acquisitions, co-authored with Jin Q, Jeon, working paper.