Research
Journal Publications
"Central Bank Liquidity Facilities and Market Making" (Journal of Banking and Finance, May 2024)
(with Adrian Walton) - Link
Bank of Canada Staff Working Paper 2022-9
Presented at: Canadian Economics Association - Annual Conference 2022
Bank of Canada Staff Working Paper 2016-50
Presented at: Northern Finance Association 2016, SFS Cavalcade 2015, European Retail Investment Conference Doctoral Consortium 2015, Trans-Atlantic Doctoral Conference 2015, Canadian Economics Association - Annual Conference 2015, Copenhagen Business School, University of Toronto Department of Economics, HEC Montreal, Université Laval, and the Bank of Canada
Awards: Second Best Doctoral Paper Award - European Retail Investment Conference Doctoral Consortium 2015
"Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays" (Journal of Financial and Quantitative Analysis, December 2020)
(with Michael Brolley) - Link
Bank of Canada Staff Working Paper 2018-16
Presented at: Stern Microstructure Meeting 2017, Erasmus Liquidity Conference 2017, European Finance Association - Annual Meeting 2017, SAFE Market Microstructure Conference 2017, Northern Finance Association 2017, Canadian Economics Association - Annual Conference 2017, University of Toronto
"Banking Regulation and Market Making" (Journal of Banking and Finance, December 2019)
(with Corey Garriott) - Link
Bank of Canada Staff Working Paper 2017-7
Presented at: Paris December 2017 Finance Meeting , SAFE Market Microstructure Conference 2017, Central Bank Conference on the Microstructure of Financial Markets 2017, Northern Finance Association 2017, Bank of Canada - Banco de Espana Conference 2017, Financial Management Association Annual Conference 2017, Canadian Economics Association - Annual Conference 2017, Wilfrid Laurier University
Working Papers
Bank of Canada Staff Working Paper 2023-28
Presented at: 2023 Northern Finance Association, 2017 Financial Risks International Forum, 2017 Canadian Economics Association Annual Meeting and the Bank of Canada.
"Cyber Risk and Security Investment"
(with Toni Ahnert, Michael Brolley and Ryan Riordan) - SSRN Link
Bank of Canada Staff Working Paper 2022-32
Presented at: Eighth Columbia SIPA - NYFed Workshop on Cyber Risks to Financial Stability, Northern Finance Association 2020, the Federal Reserve Bank of Richmond, the Commodity Futures Trading Commission, the University of Toronto, the University of Hawaii, Wilfrid Laurier University and the Bank of Canada.
Other Publications
"Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs" - Bank of Canada Staff Discussion Paper
(with Patrick Aldridge and Rishi Vala) - Link
Bank of Canada Staff Discussion Paper 2023-30
"Fixed-income dealing and central bank interventions" - Bank of Canada Staff Analytical Note
(with Adrian Walton) - Link