Working papers
Sequential Search for Corporate Bonds
(with Mahyar Kargar, Sebastien Plante,and Pierre-Olivier Weill)
The Heterogeneous Impact of Referrals on Labor Market Outcomes(
(with David Rivers and Giorgio Topa)
Inventory, Market Making, and Liquidity
(with Assa Cohen, Mahyar Kargar, and Pierre-Olivier Weill)
Signals, Interviews, and Discrimination in the Labor Market
(with Piero Gottardi, Ryan Michaels, and Ronald Wolthoff)
Published papers
Marketmaking with search and information frictions
(with Ali Shourideh, Venky Venkateswaran, and Ariel Zetlin-Jones)
Journal of Economic Theory, 2023, 212. 105714.
Heterogeneity in Decentralized Asset Markets
(with Julien Hugonnier and Pierre-Olivier Weill)
Theoretical Economics, 2022, 17, 1313-1356
Corporate Bond Liquidity During the Covid-19 Crisis
(with Mahyar Kargar, David Lindsay, Shuo Liu, Pierre-Olivier Weill, and Diego Zuniga)
Review of Financial Studies , 2021, 34 (11), 5352-5401
For a brief summary, click here
frictional Intermediation in Over-the-Counter Markets (online appendix)
(with Julien Hugonnier and Pierre-Olivier Weill)
Review of Economic Studies, 2020, 87, 1432-1469.
A Model of the Fed Funds Market: Yesterday, Today, and Tomorrow
(with Gara Afonso and Roc Armenter)
Review of Economic Dynamics, 2019, 33, 133--204.
Screening and Adverse Selection in Frictional Markets (online appendix)
(with Ali Shourideh, Venky Venkateswaran, and Ariel Zetlin-Jones)
Journal of Political Economy, 2019, 1, 338--377.
Excess Reserves and Monetary Policy Implementation
(with Roc Armenter)
Review of Economic Dynamics, 2017, 23, 212--235.
(with Ludo Visschers and Ronald Wolthoff)
Theoretical Economics, 2017, 12, 731--770.
Information Spillovers, Gains from Trade, and Interventions in Frozen Markets
(with Braz Camargo and Teddy Kim)
Review of Financial Studies, 2016, 29, 1291--1329.
Competing for Order Flow in OTC Markets
(with Guillaume Rocheteau and Pierre-Olivier Weill)
Journal of Money, Credit, and Banking, 2015, 47, 77--126.
Meeting Technologies and Optimal Trading Mechanisms in Competitive Search Markets (online appendix)
(with Ludo Visschers and Ronald Wolthoff)
Journal of Economic Theory, 2015, 155, 1--15.
Trading Dynamics in Decentralized Markets with Adverse Selection
(with Braz Camargo)
Journal of Economic Theory, 2014, 153, 534--568.
Information Acquisition and the Exclusion of Evidence in Trials
(with Nicola Persico and Ludo Visschers)
Journal of Law, Economics, and Organiziation 2012, 28, 163--182.
Information, Liquidity, Asset Prices, and Monetary Policy
(with Andrew Postlewaite and Randall Wright)
Review of Economic Studies, 2012, 79, 1208--1238.
(with Andrew Postlewaite and Randall Wright)
Journal of Money, Credit, and Banking, 2012, 43, 355--377.
Information and Prices with Capacity Constraints
American Economic Review, 2011, 101, 1591--1600.
Directed Search with Multi-Vacany Firms
Journal of Economic Theory 2010, 145, 2108--2132.
B.E. Journal of Macroeconomics (Contributions), 2009, 9, article 17.